
La bibliothèque numérique des universités publiques du Sénégal
Auteur(s): Jha, Siddhartha
Editeur: John Wiley & Sons
Année de Publication: 2011
pages: 366
ISBN: 978-0-470-93220-9
eISBN: 978-1-118-01777-7
With trillions of dollars worth of trades conducted every year in everything from U.S. Treasury bonds to mortgage-backed securities, the U.S. interest rate market is one of the largest fixed income markets in the world.
Interest Rate Markets: A Practical Approach to Fixed Income details the typical quantitative tools used to analyze rates markets; the range of fixed income products on the cash side; interest rate movements; and, the derivatives side of the business.
Interest Rate Markets helps readers to understand the structural nature of the rates markets and to develop a framework for thinking about these markets intuitively, rather than focusing on mathematical models