Trading the fixed income, inflation and credit markets : a relative value guide / Neil C Schofield and Troy Bowler
Material type:
TextPublication details: Chichester : Wiley, 2011Description: xviii, 291p. 24cmISBN: - 9780470742297
- 332.632 SCH
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
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Book
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Calcutta | 332.632 SCH (Browse shelf(Opens below)) | Available | IIMC-134018 |
In this book, the authors give an applied approach to relative value techniques, showing how to decide on the best place to put their money in order to get the best return. This book considers 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. It focus 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. It takes into account the main themes of relative value and show how they could be applied within other asset classes.
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