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.