UID:
almahu_9949075008902882
Format:
1 online resource (XIV, 182 p.)
ISBN:
9783110688733
,
9783110750706
Series Statement:
The Moorad Choudhry Global Banking Series
Content:
The fixed income and foreign exchange (FX) markets have never been as challenging to operate in as they are today. The post-crash combination of reduced liquidity, higher operating costs, low interest rates, flat yield curves and increased regulation means that market makers and investors alike need to work harder to generate value and remain in full understanding of the markets. Random Walks in Fixed Income and Foreign Exchange brings together the best of detailed and original practitioner-orientated market research on many specialist areas of the bond and FX markets. Written by the highly regarded FX and bonds research desk at Commerzbank, the book offers varied and in-depth insight into specific topics of vital important to dealers and investors, including the cross-currency basis and hedging, the yield curve, and overseas issuance conversion factors which will give investors a genuine edge in generating value. Written in accessible text, it is a must-read for all those interested in bonds and FX.
Note:
Frontmatter --
,
Advance Praise for Random Walks in Fixed Income and Foreign Exchange --
,
Foreword --
,
Contents --
,
Preface --
,
Chapter 1 What Really is the Cross-Currency Basis? --
,
Chapter 2 XVA and the Cross-Currency Basis --
,
Chapter 3 Calculating Novel Cross-Currency Bases and FX Hedged Pickups --
,
Chapter 4 FX Hedging of Fixed Income – What is the Best Way? --
,
Chapter 5 Introducing the Conversion Factor --
,
Chapter 6 An Empirical Method of Calculating the Term Premium --
,
Chapter 7 An Update of the Term Premium Calculation --
,
Chapter 8 Forward Curves, Duration and Convexity --
,
Chapter 9 Implied vs Realised Convexity --
,
List of Figures --
,
List of Tables --
,
About the Authors --
,
References --
,
Index
,
Mode of access: Internet via World Wide Web.
,
In English.
In:
DG Ebook Package 2021, De Gruyter, 9783110750706
In:
DG Ebook Package English 2021, De Gruyter, 9783110750720
In:
EBOOK PACKAGE Business and Economics 2021 English, De Gruyter, 9783110754049
In:
EBOOK PACKAGE COMPLETE 2021 English, De Gruyter, 9783110754001
In:
EBOOK PACKAGE COMPLETE 2021, De Gruyter, 9783110753776
In:
EBOOK PACKAGE Economics 2021, De Gruyter, 9783110753820
Additional Edition:
ISBN 9783110688795
Additional Edition:
ISBN 9783110688689
Language:
English
Subjects:
Economics
DOI:
10.1515/9783110688733
URL:
https://www.degruyter.com/isbn/9783110688733
URL:
https://www.degruyter.com/isbn/9783110688733
URL:
Volltext
(URL des Erstveröffentlichers)
URL:
https://www.degruyter.com/isbn/9783110688733
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