Interest Rate Markets: A Practical Approach to Fixed Income

An indispensable tool of the trade

Written by a leading fixed-income market strategist, Interest Rate Markets provides you with a comprehensive framework for forecasting interest rates and thinking critically about fixed income trading. Siddhartha Jha draws upon his experience as a fixed income strategist at a top-tier investment bank to offer both seasoned professionals and newcomers a deep understanding of opportunities and risks in interest rate markets. Common mathematical models and statistical tools are blended with intuitive ideas to predict yield curve movements and to discover effective trades.

Concise yet thorough, Interest Rate Markets provides:

• Quantitative tools for valuing and assessing financial market risks

• Practical insights into rates products, including bonds and derivatives

• Dynamic approaches to understanding interest rates and related variables such as swap spreads

• Techniques for hedging and managing risks inherent in rate trades

• Assessments of common pitfalls of interest rate trades

• Lessons from previous market crises

• Effective methods for understanding the rate volatility market

Your complete guide to trading one of the largest and most liquid markets, Interest Rate Markets is truly an indispensable tool of the trade.