圖書標籤: 金融 經濟學 推理 債券 Finance FICC
发表于2024-12-24
Interest Rate Markets pdf epub mobi txt 電子書 下載 2024
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
Read the relevant parts
評分從賣方介紹産品的角度看 這本書作為入門講得很不錯瞭 不過FICC這玩意兒忒摳細節 屬於規模經濟的産品 08年後大行轉做Flow Trading 整個行業蕭條難免的 另和投資筆記對著看挺好玩的
評分從賣方介紹産品的角度看 這本書作為入門講得很不錯瞭 不過FICC這玩意兒忒摳細節 屬於規模經濟的産品 08年後大行轉做Flow Trading 整個行業蕭條難免的 另和投資筆記對著看挺好玩的
評分Read the relevant parts
評分還不錯。。。。。
1. 那个关于不同Fed cycle下treasury curve变化的研究挺有意思的 2. 介绍美国主要经济数据的部分很详细,可以当参考资料用 3. 重点讲了影响swap spread的因素,比较全面,technical的包括mortgage hedge, corporate issuance, exotic hedging 4. 看了很多解释为什么IRO用normal...
評分1. 那个关于不同Fed cycle下treasury curve变化的研究挺有意思的 2. 介绍美国主要经济数据的部分很详细,可以当参考资料用 3. 重点讲了影响swap spread的因素,比较全面,technical的包括mortgage hedge, corporate issuance, exotic hedging 4. 看了很多解释为什么IRO用normal...
評分1. 那个关于不同Fed cycle下treasury curve变化的研究挺有意思的 2. 介绍美国主要经济数据的部分很详细,可以当参考资料用 3. 重点讲了影响swap spread的因素,比较全面,technical的包括mortgage hedge, corporate issuance, exotic hedging 4. 看了很多解释为什么IRO用normal...
評分1. 那个关于不同Fed cycle下treasury curve变化的研究挺有意思的 2. 介绍美国主要经济数据的部分很详细,可以当参考资料用 3. 重点讲了影响swap spread的因素,比较全面,technical的包括mortgage hedge, corporate issuance, exotic hedging 4. 看了很多解释为什么IRO用normal...
評分1. 那个关于不同Fed cycle下treasury curve变化的研究挺有意思的 2. 介绍美国主要经济数据的部分很详细,可以当参考资料用 3. 重点讲了影响swap spread的因素,比较全面,technical的包括mortgage hedge, corporate issuance, exotic hedging 4. 看了很多解释为什么IRO用normal...
Interest Rate Markets pdf epub mobi txt 電子書 下載 2024