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Schofield, Neil C.

Trading the Fixed Income, Inflation and Credit Markets: A Relative Value Guide

Schofield, Neil C. - Trading the Fixed Income, Inflation and Credit Markets: A Relative Value Guide, ebook

67,00€

Ebook, ePUB with Adobe DRM
ISBN: 9781119960775
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Printing94 pages with an additional page accrued every 8 hours, capped at 94 pages
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In this book, the authors give an applied approach to relative value techniques, showing readers how to decide on the best place to put their money in order to get the best return. They cover multiple asset classes – fixed income, commodities and equities although the main focus is fixed income. They cover products that are rarely documented such as CMS floaters and structured interest and credit products.

The initial part of the book will consider the main derivative products and their pricing interrelationships.  It argues that within any asset class there are mathematical relationships that tie together four key building blocks: cash products, forwards / futures, swaps and options. The nature of these interrelationships means that there may be a variety of different ways in which a particular strategy can be expressed.

The second part of the book will be focused primarily on relative value within a fixed income context and will look at strategies that build on the pricing relationships between products as well as those that focus on how to identify the optimal way to express a view on the movement of the yield curve.

The third part of the book will take the main themes of relative value and show how they could be applied within other asset classes.

Keywords: Investments & Securities

Author(s)
 
Publisher
John Wiley and Sons, Inc.
Publication year
2011
Language
en
Edition
1
Series
The Wiley Finance Series
Page amount
312 pages
Category
Economy
Format
Ebook
eISBN (ePUB)
9781119960775
Printed ISBN
9780470742297

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