Trading the Fixed Income, Inflation and Credit Markets is a
comprehensive guide to the most popular strategies that are used in
the wholesale financial markets, answering the question: what is
the optimal way to express a view on expected market movements?
This relatively unique approach to relative value highlights the
pricing links between the different products and how these
relationships can be used as the basis for a number of trading
strategies. The book begins by looking at the main derivative
products and their pricing interrelationships. It shows 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. It then moves on to relative value
within a fixed income context and looks 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. It concludes by taking the main themes
of relative value and showing how they can be applied within other
asset classes. Although the main focus is fixed income the book
does cover multiple asset classes including credit and inflation.
Written from a practitioner's perspective, the book illustrates how
the products are used by including many worked examples and a
number of screenshots to ensure that the content is as practical
and applied as possible.
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