Interest rate markets: a practical approach to fixed income
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
Wiley
2011
|
| Schriftenreihe: | Wiley trading
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBG01 URL des Erstveröffentlichers Buchcover |
| Beschreibung: | Includes bibliographical references and index "The interest rate market is a marketplace for the allocation of trillions of dollars from savers to borrowers and institutions of all sizes and types participate in the market. As other fixed income markets have grown over the past two decades, managing interest rate risk inherent in almost any fixed income instrument has become a crucial task even for portfolio managers not in interest rate markets directly. The book discusses the typical quantitative tools used to analyze rates markets such as regression, looks at the range of fixed income markets on the cash side, analyzes interest rate movements, and delves into derivatives side of the business. Beyond just mechanics of products, the markets themselves are discussed including fundamental drivers of interest rates and interest rate volatility. Fundamentals are only one piece of the puzzle and the chapters also discuss the main players in the rates markets, their motivations, and how to spot changing behavior to stay ahead of the curve. The key takeaways from these chapters is to understand the structural nature of the rates markets and develop a framework for thinking about these markets intuitively rather than just focusing on the setup of the markets currently, which is liable to change. To summarize, the focus of the book will be on the following ideas: quantitative tools which are useful in financial markets mechanics of interest rate products, both cash bonds and derivatives including swaps, options, and futures thought processes for forming a view on interest rates and related variables such as swap spreads types of trades commonly done by professionals in the market to express views and detailed discussions of methods to accurately set up the trades emphasizing the importance of hedging and quantitatively managing risks inherent in interest rate trades common pitfalls and risks facing interest rate trades especially examples from market breakdowns in 2008"--Provided by publisher |
| Beschreibung: | 1 Online-Ressource (xvi, 346 pages) |
| ISBN: | 9781119200949 1119200946 9781118017777 1118017773 1283026635 9781283026635 9780470932209 0470932201 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043393025 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 160222s2011 |||| o||u| ||||||eng d | ||
| 020 | |a 9781119200949 |c electronic bk. |9 978-1-119-20094-9 | ||
| 020 | |a 1119200946 |c electronic bk. |9 1-119-20094-6 | ||
| 020 | |a 9781118017777 |9 978-1-118-01777-7 | ||
| 020 | |a 1118017773 |9 1-118-01777-3 | ||
| 020 | |a 1283026635 |9 1-283-02663-5 | ||
| 020 | |a 9781283026635 |9 978-1-283-02663-5 | ||
| 020 | |a 9780470932209 |9 978-0-470-93220-9 | ||
| 020 | |a 0470932201 |9 0-470-93220-1 | ||
| 024 | 7 | |a 10.1002/9781119200949 |2 doi | |
| 035 | |a (ZDB-35-WIC)ocn715159633 | ||
| 035 | |a (OCoLC)715159633 | ||
| 035 | |a (DE-599)BVBBV043393025 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-861 | ||
| 082 | 0 | |a 332.63/2044 |2 22 | |
| 100 | 1 | |a Jha, Siddhartha |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Interest rate markets |b a practical approach to fixed income |c Siddhartha Jha |
| 264 | 1 | |a Hoboken, N.J. |b Wiley |c 2011 | |
| 300 | |a 1 Online-Ressource (xvi, 346 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Wiley trading | |
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a "The interest rate market is a marketplace for the allocation of trillions of dollars from savers to borrowers and institutions of all sizes and types participate in the market. As other fixed income markets have grown over the past two decades, managing interest rate risk inherent in almost any fixed income instrument has become a crucial task even for portfolio managers not in interest rate markets directly. The book discusses the typical quantitative tools used to analyze rates markets such as regression, looks at the range of fixed income markets on the cash side, analyzes interest rate movements, and delves into derivatives side of the business. Beyond just mechanics of products, the markets themselves are discussed including fundamental drivers of interest rates and interest rate volatility. Fundamentals are only one piece of the puzzle and the chapters also discuss the main players in the rates markets, their motivations, and how to spot changing behavior to stay ahead of the curve. The key takeaways from these chapters is to understand the structural nature of the rates markets and develop a framework for thinking about these markets intuitively rather than just focusing on the setup of the markets currently, which is liable to change. To summarize, the focus of the book will be on the following ideas: quantitative tools which are useful in financial markets mechanics of interest rate products, both cash bonds and derivatives including swaps, options, and futures thought processes for forming a view on interest rates and related variables such as swap spreads types of trades commonly done by professionals in the market to express views and detailed discussions of methods to accurately set up the trades emphasizing the importance of hedging and quantitatively managing risks inherent in interest rate trades common pitfalls and risks facing interest rate trades especially examples from market breakdowns in 2008"--Provided by publisher | ||
| 650 | 4 | |a Interest rates | |
| 650 | 4 | |a Fixed-income securities | |
| 650 | 4 | |a Bonds | |
| 650 | 4 | |a Business | |
| 650 | 7 | |a Bonds |2 fast | |
| 650 | 7 | |a Fixed-income securities |2 fast | |
| 650 | 7 | |a Interest rates |2 fast | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Bonds | |
| 650 | 4 | |a Fixed-income securities | |
| 650 | 4 | |a Interest rates | |
| 653 | |a Electronic books | ||
| 856 | 4 | 0 | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781119200949 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 856 | 4 | 2 | |m SWB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028811609&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Buchcover |
| 912 | |a ZDB-35-WIC | ||
| 940 | 1 | |q UBG_PDA_WIC | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028811609 | ||
| 966 | e | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781119200949 |l FRO01 |p ZDB-35-WIC |q FRO_PDA_WIC |x Verlag |3 Volltext | |
| 966 | e | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781119200949 |l UBG01 |p ZDB-35-WIC |q UBG_PDA_WIC |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804175970086682624 |
|---|---|
| any_adam_object | 1 |
| author | Jha, Siddhartha |
| author_facet | Jha, Siddhartha |
| author_role | aut |
| author_sort | Jha, Siddhartha |
| author_variant | s j sj |
| building | Verbundindex |
| bvnumber | BV043393025 |
| collection | ZDB-35-WIC |
| ctrlnum | (ZDB-35-WIC)ocn715159633 (OCoLC)715159633 (DE-599)BVBBV043393025 |
| dewey-full | 332.63/2044 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/2044 |
| dewey-search | 332.63/2044 |
| dewey-sort | 3332.63 42044 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04359nmm a2200625zc 4500</leader><controlfield tag="001">BV043393025</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">160222s2011 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781119200949</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-1-119-20094-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1119200946</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">1-119-20094-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118017777</subfield><subfield code="9">978-1-118-01777-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1118017773</subfield><subfield code="9">1-118-01777-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1283026635</subfield><subfield code="9">1-283-02663-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781283026635</subfield><subfield code="9">978-1-283-02663-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780470932209</subfield><subfield code="9">978-0-470-93220-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0470932201</subfield><subfield code="9">0-470-93220-1</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1002/9781119200949</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-35-WIC)ocn715159633</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)715159633</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043393025</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-861</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.63/2044</subfield><subfield code="2">22</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Jha, Siddhartha</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Interest rate markets</subfield><subfield code="b">a practical approach to fixed income</subfield><subfield code="c">Siddhartha Jha</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken, N.J.</subfield><subfield code="b">Wiley</subfield><subfield code="c">2011</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xvi, 346 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Wiley trading</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">"The interest rate market is a marketplace for the allocation of trillions of dollars from savers to borrowers and institutions of all sizes and types participate in the market. As other fixed income markets have grown over the past two decades, managing interest rate risk inherent in almost any fixed income instrument has become a crucial task even for portfolio managers not in interest rate markets directly. The book discusses the typical quantitative tools used to analyze rates markets such as regression, looks at the range of fixed income markets on the cash side, analyzes interest rate movements, and delves into derivatives side of the business. Beyond just mechanics of products, the markets themselves are discussed including fundamental drivers of interest rates and interest rate volatility. Fundamentals are only one piece of the puzzle and the chapters also discuss the main players in the rates markets, their motivations, and how to spot changing behavior to stay ahead of the curve. The key takeaways from these chapters is to understand the structural nature of the rates markets and develop a framework for thinking about these markets intuitively rather than just focusing on the setup of the markets currently, which is liable to change. To summarize, the focus of the book will be on the following ideas: quantitative tools which are useful in financial markets mechanics of interest rate products, both cash bonds and derivatives including swaps, options, and futures thought processes for forming a view on interest rates and related variables such as swap spreads types of trades commonly done by professionals in the market to express views and detailed discussions of methods to accurately set up the trades emphasizing the importance of hedging and quantitatively managing risks inherent in interest rate trades common pitfalls and risks facing interest rate trades especially examples from market breakdowns in 2008"--Provided by publisher</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Interest rates</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fixed-income securities</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bonds</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Business</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Bonds</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Fixed-income securities</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Interest rates</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bonds</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fixed-income securities</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Interest rates</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Electronic books</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781119200949</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">SWB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028811609&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Buchcover</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-35-WIC</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">UBG_PDA_WIC</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028811609</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781119200949</subfield><subfield code="l">FRO01</subfield><subfield code="p">ZDB-35-WIC</subfield><subfield code="q">FRO_PDA_WIC</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781119200949</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-35-WIC</subfield><subfield code="q">UBG_PDA_WIC</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV043393025 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:44Z |
| institution | BVB |
| isbn | 9781119200949 1119200946 9781118017777 1118017773 1283026635 9781283026635 9780470932209 0470932201 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028811609 |
| oclc_num | 715159633 |
| open_access_boolean | |
| owner | DE-861 |
| owner_facet | DE-861 |
| physical | 1 Online-Ressource (xvi, 346 pages) |
| psigel | ZDB-35-WIC UBG_PDA_WIC ZDB-35-WIC FRO_PDA_WIC ZDB-35-WIC UBG_PDA_WIC |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley trading |
| spelling | Jha, Siddhartha Verfasser aut Interest rate markets a practical approach to fixed income Siddhartha Jha Hoboken, N.J. Wiley 2011 1 Online-Ressource (xvi, 346 pages) txt rdacontent c rdamedia cr rdacarrier Wiley trading Includes bibliographical references and index "The interest rate market is a marketplace for the allocation of trillions of dollars from savers to borrowers and institutions of all sizes and types participate in the market. As other fixed income markets have grown over the past two decades, managing interest rate risk inherent in almost any fixed income instrument has become a crucial task even for portfolio managers not in interest rate markets directly. The book discusses the typical quantitative tools used to analyze rates markets such as regression, looks at the range of fixed income markets on the cash side, analyzes interest rate movements, and delves into derivatives side of the business. Beyond just mechanics of products, the markets themselves are discussed including fundamental drivers of interest rates and interest rate volatility. Fundamentals are only one piece of the puzzle and the chapters also discuss the main players in the rates markets, their motivations, and how to spot changing behavior to stay ahead of the curve. The key takeaways from these chapters is to understand the structural nature of the rates markets and develop a framework for thinking about these markets intuitively rather than just focusing on the setup of the markets currently, which is liable to change. To summarize, the focus of the book will be on the following ideas: quantitative tools which are useful in financial markets mechanics of interest rate products, both cash bonds and derivatives including swaps, options, and futures thought processes for forming a view on interest rates and related variables such as swap spreads types of trades commonly done by professionals in the market to express views and detailed discussions of methods to accurately set up the trades emphasizing the importance of hedging and quantitatively managing risks inherent in interest rate trades common pitfalls and risks facing interest rate trades especially examples from market breakdowns in 2008"--Provided by publisher Interest rates Fixed-income securities Bonds Business Bonds fast Fixed-income securities fast Interest rates fast Wirtschaft Electronic books https://onlinelibrary.wiley.com/doi/book/10.1002/9781119200949 Verlag URL des Erstveröffentlichers Volltext SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028811609&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Buchcover |
| spellingShingle | Jha, Siddhartha Interest rate markets a practical approach to fixed income Interest rates Fixed-income securities Bonds Business Bonds fast Fixed-income securities fast Interest rates fast Wirtschaft |
| title | Interest rate markets a practical approach to fixed income |
| title_auth | Interest rate markets a practical approach to fixed income |
| title_exact_search | Interest rate markets a practical approach to fixed income |
| title_full | Interest rate markets a practical approach to fixed income Siddhartha Jha |
| title_fullStr | Interest rate markets a practical approach to fixed income Siddhartha Jha |
| title_full_unstemmed | Interest rate markets a practical approach to fixed income Siddhartha Jha |
| title_short | Interest rate markets |
| title_sort | interest rate markets a practical approach to fixed income |
| title_sub | a practical approach to fixed income |
| topic | Interest rates Fixed-income securities Bonds Business Bonds fast Fixed-income securities fast Interest rates fast Wirtschaft |
| topic_facet | Interest rates Fixed-income securities Bonds Business Wirtschaft |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781119200949 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028811609&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT jhasiddhartha interestratemarketsapracticalapproachtofixedincome |