September 2014
Beginner
640 pages
22h 53m
English
book
Fixed Income Markets: Management, Trading and Hedging, 2nd Edition
by Moorad Choudhry, David Moskovic, Max Wong
Content preview from Fixed Income Markets: Management, Trading and Hedging, 2nd Edition
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PART Four Bond Trading and Hedging
In the last part of the book we present some insights on trading compiled by the authors based on their experience working in the bond markets. The topics covered include implied spot yields and market zero-coupon yields, yield curve spread trading and butterfly yields. There is a new chapter on interest-rate derivatives trading and hedging, and the associated collateral and correlation issues.
We begin, however, with an introduction to risk management for a bond or credit trader, and a look at the value-at-risk risk measurement tool.
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