Trading the Fixed Income, Inflation and Credit Markets | A Relative Value Guide
Lingua: inglese
Editore: John Wiley & Sons Inc, 2011
- Rilegato
- Nuovo



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Trading the Fixed Income, Inflation and Credit Markets | A Relative Value Guide | Neil C. Schofield (u. a.) | Buch | The Wiley Finance Series | Preface xiiiAcknowledgements xvAbout the Authors xvii1 Product Fundamentals 11.1 Chapter Overview 11.2 Bond Fundamentals 11.2.1 Fixed income structures 11.2.2 Floating-rate notes 21.2.3 Inflation 21.3 Repurchase Agreements 51.4 Credit Fundamentals 71.5 D | Englisch | 2011 | John Wiley & Sons Inc | EAN 9780470742297 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu.
Codice articolo 106959650
- Titolo
- Trading the Fixed Income, Inflation and Credit Markets | A Relative Value Guide
- Autore
- Neil C. Schofield (u. a.)
- Editore
- John Wiley & Sons Inc
- Anno di pubblicazione
- 2011
- Condizione
- Neu
- Rilegatura
- Buch
- Lingua
- inglese
- ISBN 10
- 0470742291
- ISBN 13
- 9780470742297
- Peso dell'articolo
- 719 grammi
- Dimensioni
- 250 x 175 x 21 mm
- Cataloghi dei venditori
- Bücher
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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Informazioni sull’autore
TROY BOWLER joined Barclays Capital in London in 2002 and is currently a Managing Director within Distribution, based in Singapore. Before joining Barclays Capital, he held positions at Deutsche Bank in London, where he was part of their highly-regarded global fixed income and relative value research team; PaineWebber; and Bank of Tokyo Capital Markets (UK), where he was Chief Economist; and Charterhouse Investment Management Limited, where he managed money-market funds, including the #1 ranked GBP unit trust according to Micropal (acquired by The McGraw-Hill Companies in 1997). He is a former member of the Institute of Investment Management and Research (IIMR), now known as CFA UK, Examination Committee where he helped revamp the IIMR's examinations widening the remit to encompass fixed income professionals as opposed to focussing almost exclusively on equity markets. Troy holds a B.Sc. in Economics from Loughborough University and an M.Sc. in Economics from London University.
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