Fixed Income Trading and Risk Management: The Complete Guide

Voorkant
John Wiley & Sons, 22 mrt 2021 - 464 pagina's

A unique, authoritative, and comprehensive treatment of fixed income markets

Fixed Income Trading and Risk Management: The Complete Guide delivers a comprehensive and innovative exposition of fixed income markets. Written by European Central Bank portfolio manager Alexander During, this book takes a practical view of how several different national fixed income markets operate in detail.

The book presents common theoretical models but adds a lot of information on the actually observed behavior of real markets. You’ll benefit from the book’s:

  • Fulsome overview of money, credit, and monetary policy
  • Description of cash instruments, inflation-linked debt, and credit claims
  • Analysis of derivative instruments, standard trading strategies, and data analysis
  • In-depth focus on risk management in fixed income markets

Perfect for new and junior staff in financial institutions working in sales and trading, risk management, back office operations, and portfolio management positions, Fixed Income Trading and Risk Management also belongs on the bookshelves of research analysts and postgraduate students in finance, economics, or MBA programs.

 

Geselecteerde pagina's

Inhoudsopgave

Foreword
1
CHAPTER
9
CHAPTER 3
20
Cash Instruments
29
Monetary Policy
40
PART EIGHT
45
Operational Frameworks
50
NonStandard Monetary Policy
57
CHAPTER 19
189
CHAPTER 20
205
CHAPTER 21
217
PART THREE
227
CHAPTER 24
255
CHAPTER 25
272
CHAPTER 26
284
CHAPTER 30
343

CHAPTER 11
85
and orders
97
CONTENTS
107
CHAPTER 14
126
CHAPTER 16
137
CHAPTER 17
169
CHAPTER 18
176
CHAPTER 32
362
PART SEVEN
371
CHAPTER 34
378
CHAPTER 36
389
Bibliography
437
Copyright

Overige edities - Alles bekijken

Fixed Income Trading and Risk Management: The Complete Guide
Alexander During
Gedeeltelijke weergave - 2020
Fixed Income Trading and Risk Management: The Complete Guide
Alexander During
Gedeeltelijke weergave - 2020

Veelvoorkomende woorden en zinsdelen

adjusted amount asset balance sheet bank money benchmark bond market borrower calculated CASH INSTRUMENTS cashflows central bank changes clean price clearing member collateral convexity cost counterparties coupon bonds coupon period covered bond credit risk currency curve model dealer debt default deposit Df(t dirty price discount factor economic effect Equation euro exchange expected Figure Finance c16.tex fixed income forward rate funding futures contracts German given hedge higher inflation inflation-linked bonds instance interest rates investment investors issue issuer Japan Japanese lending liabilities Libor liquidity loan margin market makers maturity means monetary policy money market mortgage multiple operations overnight rates payment Pfandbrief policy rate portfolio positions premium purchase PVBP quantitative easing quote repo rate reserve securities settlement simply sovereign structure swap term trade transaction Treasury TreasuryDirect Trim usually volatility yield curve zero zero coupon bond

Over de auteur (2021)

ALEXANDER DÜRING is Adviser in the Bond Markets and International Operations division of the European Central Bank, working on the implementation of the ECB’s Asset Purchase Programme and market analytics. Before joining the ECB, he was Managing Director in Fixed Income Research at Deutsche Bank where he worked in London, Frankfurt and Tokyo. He holds a Doctor of Philosophy in Theoretical Physics and is a CFA® charterholder.

Bibliografische gegevens

TitelFixed Income Trading and Risk Management: The Complete Guide
Wiley Finance
AuteurAlexander During
UitgeverJohn Wiley & Sons, 2021
ISBN1119756332, 9781119756330
Lengte464 pagina's
  
Citatie exporterenBiBTeX EndNote RefMan