Random Walks in Fixed Income and Foreign Exchange : : Unexpected Discoveries in Issuance, Investment and Hedging of Yield Curve Instruments / / Jessica James, Michael Leister, Christoph Rieger.
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...
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| Superior document: | Title is part of eBook package: De Gruyter DG Ebook Package English 2021 |
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| Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2021] ©2021 |
| Year of Publication: | 2021 |
| Language: | English |
| Series: | The Moorad Choudhry Global Banking Series ,
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| Online Access: | |
| Physical Description: | 1 online resource (XIV, 182 p.) |
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| 100 | 1 | |a James, Jessica, |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Random Walks in Fixed Income and Foreign Exchange : |b Unexpected Discoveries in Issuance, Investment and Hedging of Yield Curve Instruments / |c Jessica James, Michael Leister, Christoph Rieger. |
| 264 | 1 | |a Berlin ; |a Boston : |b De Gruyter, |c [2021] | |
| 264 | 4 | |c ©2021 | |
| 300 | |a 1 online resource (XIV, 182 p.) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 0 | |a The Moorad Choudhry Global Banking Series , |x 2627-8847 | |
| 505 | 0 | 0 | |t Frontmatter -- |t Advance Praise for Random Walks in Fixed Income and Foreign Exchange -- |t Foreword -- |t Contents -- |t Preface -- |t Chapter 1 What Really is the Cross-Currency Basis? -- |t Chapter 2 XVA and the Cross-Currency Basis -- |t Chapter 3 Calculating Novel Cross-Currency Bases and FX Hedged Pickups -- |t Chapter 4 FX Hedging of Fixed Income – What is the Best Way? -- |t Chapter 5 Introducing the Conversion Factor -- |t Chapter 6 An Empirical Method of Calculating the Term Premium -- |t Chapter 7 An Update of the Term Premium Calculation -- |t Chapter 8 Forward Curves, Duration and Convexity -- |t Chapter 9 Implied vs Realised Convexity -- |t List of Figures -- |t List of Tables -- |t About the Authors -- |t References -- |t Index |
| 506 | 0 | |a restricted access |u http://purl.org/coar/access_right/c_16ec |f online access with authorization |2 star | |
| 520 | |a 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. | ||
| 530 | |a Issued also in print. | ||
| 538 | |a Mode of access: Internet via World Wide Web. | ||
| 546 | |a In English. | ||
| 588 | 0 | |a Description based on online resource; title from PDF title page (publisher's Web site, viewed 28. Feb 2023) | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Banks & Banking. |2 bisacsh | |
| 653 | |a Fixed income, Foreign exchange, FX hedging, Financial instruments, Random Walk. | ||
| 700 | 1 | |a Leister, Michael, |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Rieger, Christoph, |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
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| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t DG Plus DeG Package 2021 Part 1 |z 9783110750706 |
| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t EBOOK PACKAGE Business and Economics 2021 English |z 9783110754049 |
| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t EBOOK PACKAGE COMPLETE 2021 English |z 9783110754001 |
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