{"title":"List of Tables","authors":"Philippa Byrne","doi":"10.7765/9781526125354.00005","DOIUrl":"https://doi.org/10.7765/9781526125354.00005","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"381 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123506400","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}
{"title":"Chapter 1 What Really is the Cross-Currency Basis?","authors":"","doi":"10.1515/9783110688733-001","DOIUrl":"https://doi.org/10.1515/9783110688733-001","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"71 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":"126250672","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}
{"title":"Chapter 3 Calculating Novel Cross-Currency Bases and FX Hedged Pickups","authors":"","doi":"10.1515/9783110688733-003","DOIUrl":"https://doi.org/10.1515/9783110688733-003","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"4 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":"121396452","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}
{"title":"List of Figures","authors":"","doi":"10.1515/9783110688733-010","DOIUrl":"https://doi.org/10.1515/9783110688733-010","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"54 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":"130162049","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}
{"title":"Chapter 9 Implied vs Realised Convexity","authors":"","doi":"10.1515/9783110688733-009","DOIUrl":"https://doi.org/10.1515/9783110688733-009","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"81 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":"117108569","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}
{"title":"Chapter 8 Forward Curves, Duration and Convexity","authors":"","doi":"10.1515/9783110688733-008","DOIUrl":"https://doi.org/10.1515/9783110688733-008","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"43 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":"126752956","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}
{"title":"Index","authors":"","doi":"10.1515/9783110688733-014","DOIUrl":"https://doi.org/10.1515/9783110688733-014","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"24 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":"131446895","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}
{"title":"Frontmatter","authors":"","doi":"10.1515/9783110688733-fm","DOIUrl":"https://doi.org/10.1515/9783110688733-fm","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"71 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":"126251165","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}
{"title":"Chapter 6 An Empirical Method of Calculating the Term Premium","authors":"","doi":"10.1515/9783110688733-006","DOIUrl":"https://doi.org/10.1515/9783110688733-006","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"37 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":"114582919","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}
{"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}