Fixed Income Arbitrage
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Fixed Income Arbitrage
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Author : M. Anthony Wong
language : en
Publisher: John Wiley & Sons
Release Date : 1993-08-30
Fixed Income Arbitrage written by M. Anthony Wong and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-08-30 with Business & Economics categories.
An exposition to the world of relative-value trading in the fixed-income markets written by a leading-edge thinker and scientific analyst of global financial markets. Using concrete examples, he details profit opportunities--treasury bills, bonds, notes, interest-rate futures and options--explaining how to obtain virtually risk-free rewards if the proper knowledge and skills are applied. Discusses the critical success factors of relative-value trading and highlights the important role of technology, capital requirements and considerations in order to set up a fixed-income arbitrage system.
Convertible Arbitrage
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Author : Nick P. Calamos
language : en
Publisher: John Wiley & Sons
Release Date : 2011-01-19
Convertible Arbitrage written by Nick P. Calamos and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-01-19 with Business & Economics categories.
Minimize risk and maximize profits with convertible arbitrage Convertible arbitrage involves purchasing a portfolio of convertible securities-generally convertible bonds-and hedging a portion of the equity risk by selling short the underlying common stock. This increasingly popular strategy, which is especially useful during times of market volatility, allows individuals to increase their returns while decreasing their risks. Convertible Arbitrage offers a thorough explanation of this unique investment strategy. Filled with in-depth insights from an expert in the field, this comprehensive guide explores a wide range of convertible topics. Readers will be introduced to a variety of models for convertible analysis, "the Greeks," as well as the full range of hedges, including titled and leveraged hedges, as well as swaps, nontraditional hedges, and option hedging. They will also gain a firm understanding of alternative convertible structures, the use of foreign convertibles in hedging, risk management at the portfolio level, and trading and hedging risks. Convertible Arbitrage eliminates any confusion by clearly differentiating convertible arbitrage strategy from other hedging techniques such as long-short equity, merger and acquisition arbitrage, and fixed-income arbitrage. Nick Calamos (Naperville, IL) oversees research and portfolio management for Calamos Asset Management, Inc. Since 1983 his experience has centered on convertible securities investment. He received his undergraduate degree in economics from Southern Illinois University and an MS in finance from Northern Illinois University.
Investing In Fixed Income Securities
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Author : Gary Strumeyer
language : en
Publisher: John Wiley & Sons
Release Date : 2012-07-02
Investing In Fixed Income Securities written by Gary Strumeyer and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-07-02 with Business & Economics categories.
Investors who've primarily purchased equity securities in the past have been looking for more secure investment alternatives; namely, fixed income securities. This book demystifies the sometimes daunting fixed income market, through a user-friendly, sophisticated, yet not overly mathematical format. Investing in Fixed Income Securities covers a wide range of topics, including the different types of fixed income securities, their characteristics, the strategies necessary to manage a diversified portfolio, bond pricing concepts, and more, so you can make the most informed investment decisions possible.
Fixed Income Securities
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Author : Bruce Tuckman
language : en
Publisher: John Wiley & Sons
Release Date : 2011-10-13
Fixed Income Securities written by Bruce Tuckman and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-13 with Business & Economics categories.
Fixed income practitioners need to understand the conceptual frameworks of their field; to master its quantitative tool-kit; and to be well-versed in its cash-flow and pricing conventions. Fixed Income Securities, Third Edition by Bruce Tuckman and Angel Serrat is designed to balance these three objectives. The book presents theory without unnecessary abstraction; quantitative techniques with a minimum of mathematics; and conventions at a useful level of detail. The book begins with an overview of global fixed income markets and continues with the fundamentals, namely, arbitrage pricing, interest rates, risk metrics, and term structure models to price contingent claims. Subsequent chapters cover individual markets and securities: repo, rate and bond forwards and futures, interest rate and basis swaps, credit markets, fixed income options, and mortgage-backed-securities. Fixed Income Securities, Third Edition is full of examples, applications, and case studies. Practically every quantitative concept is illustrated through real market data. This practice-oriented approach makes the book particularly useful for the working professional. This third edition is a considerable revision and expansion of the second. Most examples have been updated. The chapters on fixed income options and mortgage-backed securities have been considerably expanded to include a broader range of securities and valuation methodologies. Also, three new chapters have been added: the global overview of fixed income markets; a chapter on corporate bonds and credit default swaps; and a chapter on discounting with bases, which is the foundation for the relatively recent practice of discounting swap cash flows with curves based on money market rates.
Efficiently Inefficient
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Author : Lasse Heje Pedersen
language : en
Publisher: Princeton University Press
Release Date : 2019-09-17
Efficiently Inefficient written by Lasse Heje Pedersen and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-09-17 with Business & Economics categories.
Efficiently Inefficient describes the key trading strategies used by hedge funds and demystifies the secret world of active investing. Leading financial economist Lasse Heje Pedersen combines the latest research with real-world examples and interviews with top hedge fund managers to show how certain trading strategies make money - and why they sometimes don't. -- from back cover.
Fixed Income Strategy
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Author : Tamara Mast Henderson
language : en
Publisher: John Wiley & Sons
Release Date : 2004-04-21
Fixed Income Strategy written by Tamara Mast Henderson and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-04-21 with Business & Economics categories.
Market players put their jobs on the line with every position they take. Any fixed income investor in the circumstance of being granted one wish would probably want to know what interest rates are going to do in the future. Economists and others have constructed models of interest rate behaviour, but no model works in all circumstances. The main aim of this book is to straddle the different worlds of theoretical models and practical market experience, while offering an interdisciplinary framework for fixed income investing and trading. A focussed but very practical approach to fixed-income investment, aimed at practitioner market Contains investment checklists and interviews with market practitioners Offers an interdisciplinary framework for fixed-income investing and trading, and combines worlds of theoretical models and practical market experience
An Arbitrage Guide To Financial Markets
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Author : Robert Dubil
language : en
Publisher: John Wiley & Sons
Release Date : 2005-04-08
An Arbitrage Guide To Financial Markets written by Robert Dubil and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-04-08 with Business & Economics categories.
An Arbitrage Guide to Financial Markets is the first book to explicitly show the linkages of markets for equities, currencies, fixed income and commodities. Using a unique structural approach, it dissects all markets the same way: into spot, forward and contingent dimensions, bringing out the simplicity and the commonalities of all markets. The book shuns stochastic calculus in favor of cash flow details of arbitrage trades. All math is simple, but there is lots of it. The book reflects the relative value mentality of an institutional trader seeking profit from misalignments of various market segments. The book is aimed at entrants into investment banking and dealing businesses, existing personnel in non-trading jobs, and people outside of the financial services industry trying to gain a view into what drives dealers in today’s highly integrated marketplace. A committed reader is guaranteed to leave with a deep understanding of all current issues. "This is an excellent introduction to the financial markets by an author with a strong academic approach and practical insights from trading experience. At a time when the proliferation of financial instruments and the increased use of sophisticated mathematics in their analysis, makes an introduction to financial markets intimidating to most, this book is very useful. It provides an insight into the core concepts across markets and uses mathematics at an accessible level. It equips readers to understand the fundamentals of markets, valuation and trading. I would highly recommend it to anyone looking to understand the essentials of successfully trading, structuring or using the entire range of financial instruments available today." —Varun Gosain, Principal, Constellation Capital Management, New York "Robert Dubil, drawing from his extensive prior trading experience, has made a significant contribution by writing an easy to understand book about the complex world of today’s financial markets, using basic mathematical concepts. The book is filled with insights and real life examples about how traders approach the market and is required reading for anyone with an interest in understanding markets or a career in trading." —George Handjinicolaou, Partner, Etolian Capital, New York "This book provides an excellent guide to the current state of the financial markets. It combines academic rigour with the author’s practical experience of the financial sector, giving both students and practitioners an insight into the arbitrage pricing mechanism." —Zenji Nakamura, Managing Director, Europe Fixed Income Division, Nomura International plc, London
Caia Level I
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Author : CAIA Association
language : en
Publisher: John Wiley & Sons
Release Date : 2009-10-02
Caia Level I written by CAIA Association and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-10-02 with Business & Economics categories.
Not to be used after March, 2012 Exams – CAIA Level I, 2nd Edition should be used to prepare for September 2012 Exam. The official study text for the Level I Chartered Alternative Investment Analyst (CAIA) exam The Chartered Alternative Investment Analyst (CAIA) designation is the financial industry's first and only globally recognized program that prepares professionals to deal with the ever-growing field of alternative investments. The CAIA Level I: An Introduction to Core Topics in Alternative Investments contains all material on alternative investments that a potential Level I candidate would need to know as they prepare for the exam. The information found here will help you build a solid foundation in both traditional and alternative investment markets-for example, the range of statistics that are used to define investment performance as well as the many types of hedge fund strategies. It will also inform CAIA candidates on how to identify and describe aspects of financial markets, develop reasoning skills, and in some cases, make computations necessary to solve business problems. Contains "need to know" material for Level I candidates and for alternative investment specialists Addresses all of the unique attributes associated with the alternative investments space Organized with a study guide outline and learning objectives with key terms, available for free at www.caia.org/program/studyguides Focuses on alternative investments and quantitative techniques used by investment professionals This book is a must-have resource for anyone contemplating taking the CAIA Level I exam.
Evaluating Hedge Fund Performance
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Author : Vinh Q. Tran
language : en
Publisher: John Wiley & Sons
Release Date : 2007-02-10
Evaluating Hedge Fund Performance written by Vinh Q. Tran and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-02-10 with Business & Economics categories.
A comprehensive look at hedge fund performance issues In Evaluating Hedge Fund Performance, Dr. Vinh Tran gives readers the information they need to construct an efficient hedge fund portfolio based on their own level of knowledge. From evaluating hedge funds to picking the winners, Dr. Tran covers some of the most important issues related to this flexible investment vehicle. Evaluating Hedge Fund Performance takes the standard hedge fund book to a new level by detailing how to manage the risk of hedge funds and offering the best methods to evaluate and monitor hedge funds. With strategy based on interviews and data from experts in the field, this book is a must-read for any investor or manager who is investing in hedge funds.