Interest Rate Markets

Interest Rate Markets PDF
Author: Siddhartha Jha
Publisher: John Wiley & Sons
ISBN: 0470932201
Size: 20.48 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : en
Pages : 368
View: 3136

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How to build a framework for forecasting interest rate market movements With trillions of dollars worth of trades conducted every year in everything from U.S. Treasury bonds to mortgage-backed securities, the U.S. interest rate market is one of the largest fixed income markets in the world. Interest Rate Markets: A Practical Approach to Fixed Income details the typical quantitative tools used to analyze rates markets; the range of fixed income products on the cash side; interest rate movements; and, the derivatives side of the business. Emphasizes the importance of hedging and quantitatively managing risks inherent in interest rate trades Details the common trades which can be used by investors to take views on interest rates in an efficient manner, the methods used to accurately set up these trades, as well as common pitfalls and risks?providing examples from previous market stress events such as 2008 Includes exclusive access to the Interest Rate Markets Web site which includes commonly used calculations and trade construction methods Interest Rate Markets helps readers to understand the structural nature of the rates markets and to develop a framework for thinking about these markets intuitively, rather than focusing on mathematical models

European Fixed Income Markets

European Fixed Income Markets PDF
Author: Jonathan A. Batten
Publisher: John Wiley & Sons
ISBN: 0470092874
Size: 22.66 MB
Format: PDF, Mobi
Category : Business & Economics
Languages : en
Pages : 504
View: 1305

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The introduction of the euro in 1999 cast a new focus on the financial markets of constituent euro-zone countries, which have subsequently emerged with the second largest bond market in the world. This new book offers in depth insights and advice for any practitioner in the European fixed-income and ancillary derivative markets, and includes in-depth analysis of euro and non-euro markets as well as emerging countries.

Foundations Of Global Financial Markets And Institutions

Foundations of Global Financial Markets and Institutions PDF
Author: Frank J. Fabozzi
Publisher: MIT Press
ISBN: 0262039540
Size: 38.83 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 1088
View: 3074

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A thoroughly revised and updated edition of a textbook for graduate students in finance, with new coverage of global financial institutions. This thoroughly revised and updated edition of a widely used textbook for graduate students in finance now provides expanded coverage of global financial institutions, with detailed comparisons of U.S. systems with non-U.S. systems. A focus on the actual practices of financial institutions prepares students for real-world problems. After an introduction to financial markets and market participants, including asset management firms, credit rating agencies, and investment banking firms, the book covers risks and asset pricing, with a new overview of risk; the structure of interest rates and interest rate and credit risks; the fundamentals of primary and secondary markets; government debt markets, with new material on non-U.S. sovereign debt markets; corporate funding markets, with new coverage of small and medium enterprises and entrepreneurial ventures; residential and commercial real estate markets; collective investment vehicles, in a chapter new to this edition; and financial derivatives, including financial futures and options, interest rate derivatives, foreign exchange derivatives, and credit risk transfer vehicles such as credit default swaps. Each chapter begins with learning objectives and ends with bullet point takeaways and questions.

Handbook Of Debt Securities And Interest Rate Derivatives

Handbook of Debt Securities and Interest Rate Derivatives PDF
Author: A V Rajwade
Publisher: Tata McGraw-Hill Education
ISBN: 0070656614
Size: 27.24 MB
Format: PDF, ePub, Mobi
Category : Derivative securities
Languages : en
Pages : 348
View: 1153

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The importance of fixed income portfolios and the need to manage them prudently and optimally has grown rapidly in the recent years. Liberalization of the interest rate regime and consequent volatility of interest rates have added to both the risks and rewards of fixed income portfolios. Handbook of Debt Securities and Interest Rate Derivatives covers:*Debt Securities and Markets*Money Market*Bond Market in India*Primary Market in G-Secs*Secondary Market*Interest Rate Derivatives*Market Practices and Data SourcesCD-ROM contains excel worksheets for calculating price yields, cash flows, amortising swaps, etc.

Understanding Interest Rate Swaps

Understanding Interest Rate Swaps PDF
Author: Mary S. Schaeffer
Publisher: McGraw Hill Professional
ISBN: 9780070390201
Size: 68.22 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : en
Pages : 302
View: 7414

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Shows what goes on in the daily operations of large Swap dealers and on the corporate user side as well. Highlights the potential trouble spots government regulators are zeroing in on. Shows how to master all the methodologies used in the international Swap market.

Interest Rate Derivatives Explained

Interest Rate Derivatives Explained PDF
Author: J. Kienitz
Publisher: Springer
ISBN: 1137360070
Size: 33.42 MB
Format: PDF, Docs
Category : Business & Economics
Languages : en
Pages : 207
View: 6347

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Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.

Interest Rate Swaps And Other Derivatives

Interest Rate Swaps and Other Derivatives PDF
Author: Howard Corb
Publisher: Columbia University Press
ISBN: 0231159641
Size: 18.55 MB
Format: PDF, Docs
Category : Business & Economics
Languages : en
Pages : 599
View: 4204

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The first swap was executed over thirty years ago. Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. Derivatives are used today by a myriad of institutional investors for the purposes of risk management, expressing a view on the market, and pursuing market opportunities that are otherwise unavailable using more traditional financial instruments. In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them. Corb's book uniquely marries academic rigor and real-world trading experience in a compelling, readable style. While it is filled with sophisticated formulas and analysis, the volume is geared toward a wide range of readers searching for an in-depth understanding of these markets. It serves as both a textbook for students and a must-have reference book for practitioners. Corb helps readers develop an intuitive feel for these products and their use in the market, providing a detailed introduction to more complicated trades and structures. Through examples of financial structuring, readers will come away with an understanding of how derivatives products are created and how they can be deconstructed and analyzed effectively.

Interest Rate Swaps

Interest Rate Swaps PDF
Author: Carl R. Beidleman
Publisher: Irwin Professional Pub
ISBN:
Size: 60.20 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 518
View: 1149

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This broad overview of swaps brings you the experience of prominent international authorities who explain how to effectively manage interest rate risk.

Handbook Of Debt Securities And Interest Rate Derivatives

Handbook of Debt Securities and Interest Rate Derivatives PDF
Author: RAJWADE
Publisher: Tata McGraw-Hill Education
ISBN: 0071330755
Size: 31.55 MB
Format: PDF, Mobi
Category :
Languages : en
Pages :
View: 1697

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The importance of fixed income portfolios and the need to manage them prudently and optimally has grown rapidly in the recent years. Liberalization of the interest rate regime and consequent volatility of interest rates have added to both the risks and rewards of fixed income portfolios. Handbook of Debt Securities and Interest Rate Derivatives covers: *Debt Securities and Markets *Money Market *Bond Market in India *Primary Market in G-Secs *Secondary Market *Interest Rate Derivatives *Market Practices and Data Sources CD-ROM contains excel worksheets for calculating price yields, cash flows, amortising swaps, etc.

Trading Stir Futures

Trading STIR Futures PDF
Author: Stephen Aikin
Publisher: Harriman House Pub
ISBN: 9781897597811
Size: 27.77 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : en
Pages : 268
View: 4171

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Short term interest rate futures (STIR futures) are one of the largest financial markets in the world. The two main contracts, the Eurodollar and Euribor regularly trade in excess of one trillion dollars and euros of US and European interest rates each day. STIR futures are also unique because their structure encourages spread and strategy trading, offering a risk reward profile incomparable to other financial markets. STIR futures are traded on a completely electronic market place that provides a level playing field, meaning that the individual can compete on exactly the same terms as banks and institutions. The sheer number of trading permutations allows traders to find their own niche'Trading STIR Futures' is a handbook to the STIR futures markets, clearly explaining what they are, how they can be traded, and where the profit opportunities are. The book has been written for aspiring traders and also for experienced traders looking for new markets.This book offers a unique look at a significant but often overlooked financial instrument. By focusing exclusively on this market, the Author provides the reader with a comprehensive guide to trading STIR futures. He covers key points such as how STIR futures are priced, the need to understand what is driving the markets and causing the price action, and provides in-depth detail and trading examples of the intra-contract spread market and cross-market trading opportunities of trading STIR futures against other financial products. An essential read for anyone wishing to enter this market.

Interest Rate Modelling After The Financial Crisis

Interest Rate Modelling After the Financial Crisis PDF
Author: Massimo Morini
Publisher:
ISBN: 9781906348939
Size: 63.12 MB
Format: PDF, Kindle
Category : Interest rate futures
Languages : en
Pages : 484
View: 5013

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As interest rate markets continue to innovate and expand in this new landscape, it is becoming increasingly important to remain up-to-date with the latest practical and theoretical developments. In Interest Rate Modelling after the Financial Crisis, Massimo Morini and Marco Bianchetti address and explicate these changes, gathering the latest ideas on post-crisis market modelling and applying new methods to market data and market practice.