000 05106cam a2200745Ka 4500
001 ocn758386791
003 OCoLC
005 20171116095229.0
006 m o d
007 cr cnu---unuuu
008 111024s2011 enka ob 001 0 eng d
020 _a9781118467367
_q(electronic bk.)
020 _a1118467361
_q(electronic bk.)
020 _a9781119952978
_q(electronic bk.)
020 _a1119952972
_q(electronic bk.)
020 _a9781119960775
_q(electronic bk.)
020 _a1119960770
_q(electronic bk.)
020 _a1283283123
020 _a9781283283120
020 _z9780470742297
020 _z0470742291
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035 _a(OCoLC)758386791
_z(OCoLC)816865393
037 _a2B6B1EA3-D3A3-4228-B106-7735EB3AA422
_bOverDrive, Inc.
_nhttp://www.overdrive.com
040 _aN$T
_beng
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049 _aMAIN
050 4 _aHG4521
_b.S35623 2011eb
072 7 _aBUS
_x036000
_2bisacsh
072 7 _aKF
_2bicssc
082 0 4 _a332.63/2
_223
100 1 _aSchofield, Neil C.
245 1 0 _aTrading the fixed income, inflation and credit markets : a relative value guide /
_cNeil C. Schofield, Troy Bowler.
_h[electronic resource]
260 _aChichester, West Sussex :
_bWiley,
_c2011.
300 _a1 online resource (xviii, 291 pages) :
_billustrations.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aWiley finance
504 _aIncludes bibliographical references and index.
505 0 _aCover; Series Page; Title Page; Copyright; Dedication; Preface; Acknowledgements; About the Authors; Troy Bowler; Neil C. Schofield; Chapter 1: Product Fundamentals; 1.1 Chapter Overview; 1.2 Bond Fundamentals; 1.3 Repurchase Agreements; 1.4 Credit Fundamentals; 1.5 Derivative Fundamentals; Chapter 2: Pricing Relationships; 2.1 Relative Value; 2.2 The Relative Value Triangle; 2.3 Spot Pricing; 2.4 The Spot-Forward Relationship; 2.5 The Spot-Swap Relationship; 2.6 The Forward-Swap Relationship; 2.7 Pricing Options-Relationship With The Underlying Market.
520 _a"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."--
_cProvided by publisher.
520 _a"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"--
_cProvided by publisher.
588 0 _aPrint version record.
650 0 _aInvestments.
650 0 _aFinance, Personal.
650 7 _aBUSINESS & ECONOMICS
_xInvestments & Securities.
_2bisacsh
650 7 _aBUSINESS & ECONOMICS
_xInvestments & Securities
_xGeneral.
_2bisacsh
650 7 _aFinance, Personal.
_2fast
_0(OCoLC)fst00924449
650 7 _aInvestments.
_2fast
_0(OCoLC)fst00978234
655 4 _aElectronic books.
700 1 _aBowler, Troy.
776 0 8 _iPrint version:
_aSchofield, Neil C.
_tTrading the fixed income, inflation and credit markets.
_dChichester, West Sussex : Wiley, 2011
_z9780470742297
_w(DLC) 2011028230
_w(OCoLC)741355138
830 0 _aWiley finance series.
856 4 0 _uhttp://onlinelibrary.wiley.com/book/10.1002/9781118467367
_zWiley Online Library
942 _2ddc
_cBK
999 _c205322
_d205322