Random Walks in Fixed Income and Foreign Exchange最新文献

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List of Tables 表格一览表
Random Walks in Fixed Income and Foreign Exchange Pub Date : 2016-12-31 DOI: 10.7765/9781526125354.00005
Philippa Byrne
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引用次数: 0
Chapter 1 What Really is the Cross-Currency Basis? 第一章什么是真正的交叉货币基差?
Random Walks in Fixed Income and Foreign Exchange Pub Date : 1900-01-01 DOI: 10.1515/9783110688733-001
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引用次数: 0
Chapter 3 Calculating Novel Cross-Currency Bases and FX Hedged Pickups 第三章计算新的交叉货币基数和外汇对冲收益
Random Walks in Fixed Income and Foreign Exchange Pub Date : 1900-01-01 DOI: 10.1515/9783110688733-003
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引用次数: 0
List of Figures 数字一览表
Random Walks in Fixed Income and Foreign Exchange Pub Date : 1900-01-01 DOI: 10.1515/9783110688733-010
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引用次数: 0
Chapter 9 Implied vs Realised Convexity 第9章隐含凸性与实现凸性
Random Walks in Fixed Income and Foreign Exchange Pub Date : 1900-01-01 DOI: 10.1515/9783110688733-009
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引用次数: 0
Chapter 8 Forward Curves, Duration and Convexity 第8章远期曲线、持续时间和凸性
Random Walks in Fixed Income and Foreign Exchange Pub Date : 1900-01-01 DOI: 10.1515/9783110688733-008
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引用次数: 0
Index 指数
Random Walks in Fixed Income and Foreign Exchange Pub Date : 1900-01-01 DOI: 10.1515/9783110688733-014
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引用次数: 0
Frontmatter
Random Walks in Fixed Income and Foreign Exchange Pub Date : 1900-01-01 DOI: 10.1515/9783110688733-fm
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引用次数: 0
Chapter 6 An Empirical Method of Calculating the Term Premium 第六章计算期限保险费的实证方法
Random Walks in Fixed Income and Foreign Exchange Pub Date : 1900-01-01 DOI: 10.1515/9783110688733-006
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引用次数: 0
Advance Praise for Random Walks in Fixed Income and Foreign Exchange 提前赞扬固定收益和外汇的随机漫步
Random Walks in Fixed Income and Foreign Exchange Pub Date : 1900-01-01 DOI: 10.1515/9783110688733-202
{"title":"Advance Praise for Random Walks in Fixed Income and Foreign Exchange","authors":"","doi":"10.1515/9783110688733-202","DOIUrl":"https://doi.org/10.1515/9783110688733-202","url":null,"abstract":"This book covers some important material in a way that makes it accessible to a wide range of practitioners and academics. The first part of the book looks at the cross-cur-rency basis. It explains why it has existed since 2008 and discusses whether traders can profit from it. The second part of the book considers the impact of low interest rates on the way we should analyze yield curves. It carefully considers the term premium, duration, and convexity. The whole book is a “ must-read ” for everyone concerned with FX or fixed income markets. Walks in Income and Foreign Exchange there are nothing in the field stays the same. Markets constantly, with changes in one quickly rippling through to others. But that doesn ’ t mean the relationship between assets stays the same. All this makes for new risks, and new This book does a great job in helping you understand the latest market factors and relationships.","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"280 5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127476758","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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