Random Walks in Fixed Income and Foreign Exchange (eBook)

Unexpected Discoveries in Issuance, Investment and Hedging of Yield Curve Instruments

Jessica James, Michael Leister, Christoph Rieger (Autoren)

eBook Download: EPUB

2021
196 Seiten
De Gruyter (Verlag)
978-3-11-068879-5 (ISBN)

Infos

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.

Jessica James, Michael Leister, Christoph Rieger, Commerzbank

Produkt-Details

• Erscheint lt. Verlag: 8.6.2021
• Reihe/Serie: ISSN
• Reihe/Serie: The Moorad Choudhry Global Banking Series
• Zusatzinfo: 174 b/w and 9 col. ill., 19 b/w tbl.
• Sprache: englisch
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management
• Schlagworte: Financial Instruments • Fixed Income • Fixed income, Foreign exchange, FX hedging, Financial instruments, Random Walk • Foreign Exchange • FX Hedging • Random Walk
• ISBN-10: 3-11-068879-4 / 3110688794
• ISBN-13: 978-3-11-068879-5 / 9783110688795