Trading the Fixed Income, Inflation and Credit Markets (PDF)
A Relative Value Guide
(Sprache: Englisch)
Trading the Fixed Income, Inflation and Credit Markets is a
comprehensive guide to the most popular strategies that are used in
the wholesale financial markets, answering the question: what is
the optimal way to express a view on expected market...
comprehensive guide to the most popular strategies that are used in
the wholesale financial markets, answering the question: what is
the optimal way to express a view on expected market...
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Trading the Fixed Income, Inflation and Credit Markets is a
comprehensive guide to the most popular strategies that are used in
the wholesale financial markets, answering the question: what is
the optimal way to express a view on expected market movements?
This relatively unique approach to relative value highlights the
pricing links between the different products and how these
relationships can be used as the basis for a number of trading
strategies.
The book begins by looking at the main derivative products and
their pricing interrelationships. It shows that within any asset
class there are mathematical relationships that tie together four
key building blocks: cash products, forwards/futures, swaps and
options. The nature of these interrelationships means that there
may be a variety of different ways in which a particular strategy
can be expressed. It then moves on to relative value within a fixed
income context and looks at strategies that build on the pricing
relationships between products as well as those that focus on how
to identify the optimal way to express a view on the movement of
the yield curve. It concludes by taking the main themes of relative
value and showing how they can be applied within other asset
classes. Although the main focus is fixed income the book does
cover multiple asset classes including credit and inflation.
Written from a practitioner's perspective, the book illustrates
how the products are used by including many worked examples and a
number of screenshots to ensure that the content is as practical
and applied as possible.
comprehensive guide to the most popular strategies that are used in
the wholesale financial markets, answering the question: what is
the optimal way to express a view on expected market movements?
This relatively unique approach to relative value highlights the
pricing links between the different products and how these
relationships can be used as the basis for a number of trading
strategies.
The book begins by looking at the main derivative products and
their pricing interrelationships. It shows that within any asset
class there are mathematical relationships that tie together four
key building blocks: cash products, forwards/futures, swaps and
options. The nature of these interrelationships means that there
may be a variety of different ways in which a particular strategy
can be expressed. It then moves on to relative value within a fixed
income context and looks at strategies that build on the pricing
relationships between products as well as those that focus on how
to identify the optimal way to express a view on the movement of
the yield curve. It concludes by taking the main themes of relative
value and showing how they can be applied within other asset
classes. Although the main focus is fixed income the book does
cover multiple asset classes including credit and inflation.
Written from a practitioner's perspective, the book illustrates
how the products are used by including many worked examples and a
number of screenshots to ensure that the content is as practical
and applied as possible.
Autoren-Porträt von Neil C. Schofield, Troy Bowler
NEIL C. SCHOFIELD is the principal of FMT Ltd, a UK-basedcompany offering training services in the areas of treasury,
derivatives, capital markets and risk management to financial
institutions, central banks and corporations worldwide. Neil was
Global Head of Financial Markets Training at Barclays Capital from
2001 to 2008. He teaches primarily on the rates business, covering
all of the major asset classes and their respective derivative
products from foreign exchange through to commodities. Before
joining Barclays Capital, he was a director at Chisholm-Roth
Training for 4 years, where he was responsible for provision of
training services for a number of blue chip global investment
banks. Clients included Citigroup, Deutsche Bank, Goldman Sachs and
JP Morgan Chase. He started his training career at Chase Manhattan
Bank, where he was originally employed as an internal auditor. Over
a period of nine years, he conducted numerous internal and external
training seminars including the Bank of England and the Federal
Reserve System in the USA. He has also held positions with Security
Pacific Hoare Govett (now trading as Bank of America) and Lloyds
TSB. Neil holds a B.Sc. in Economics from Loughborough University
and an MBA from Manchester Business School. He was elected as a
Fellow of the IFS School of Finance (formerly the Chartered
Institute of Bankers) in 1999. Neil was appointed as a Visiting
Fellow at the University of Reading ICMA centre in April, 2007. He
is author of the book Commodity Derivatives: Markets and
Applications published by John Wiley & Sons, Ltd in October
2007.
TROY BOWLER joined Barclays Capital in London in 2002 and
is currently a Managing Director within Distribution, based in
Singapore. Before joining Barclays Capital, he held positions at
Deutsche Bank in London, where he was part of their highly-regarded
global fixed income and relative value research team; PaineWebber;
and Bank of Tokyo Capital Markets (UK),
... mehr
where he was Chief
Economist; and Charterhouse Investment Management Limited, where he
managed money-market funds, including the #1 ranked GBP unit trust
according to Micropal (acquired by The McGraw-Hill Companies in
1997). He is a former member of the Institute of Investment
Management and Research (IIMR), now known as CFA UK, Examination
Committee where he helped revamp the IIMR's examinations -
widening the remit to encompass fixed income professionals as
opposed to focussing almost exclusively on equity markets. Troy
holds a B.Sc. in Economics from Loughborough University and an
M.Sc. in Economics from London University.
Economist; and Charterhouse Investment Management Limited, where he
managed money-market funds, including the #1 ranked GBP unit trust
according to Micropal (acquired by The McGraw-Hill Companies in
1997). He is a former member of the Institute of Investment
Management and Research (IIMR), now known as CFA UK, Examination
Committee where he helped revamp the IIMR's examinations -
widening the remit to encompass fixed income professionals as
opposed to focussing almost exclusively on equity markets. Troy
holds a B.Sc. in Economics from Loughborough University and an
M.Sc. in Economics from London University.
... weniger
Bibliographische Angaben
- Autoren: Neil C. Schofield , Troy Bowler
- 2011, 1. Auflage, 310 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 1119952972
- ISBN-13: 9781119952978
- Erscheinungsdatum: 23.09.2011
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Sprache:
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