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The European Bond Basis
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Book Synopsis The European Bond Basis by : Christopher Plona
Download or read book The European Bond Basis written by Christopher Plona and published by McGraw-Hill Companies. This book was released on 1997 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: This outstanding resource provides a comprehensive and detailed discussion of the relationships between the various European bond markets and their respective bond futures contracts, called "the basis". It describes various analytical tools and approaches that professional traders and portfolio managers can utilize to meet their risk management and training needs.
Book Synopsis The Handbook of European Fixed Income Securities by : Frank J. Fabozzi
Download or read book The Handbook of European Fixed Income Securities written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2004-02-03 with total page 1026 pages. Available in PDF, EPUB and Kindle. Book excerpt: A well-rounded guide for those interested in European financial markets With the advent of the euro and formation of the European Union, financial markets on this continent are slowly beginning to gain momentum. Individuals searching for information on these markets have come up empty-until now. The Handbook of European Fixed Income Markets is the first book written on this burgeoning market. It contains extensive, in-depth coverage of every aspect of the current European fixed income markets and their derivatives. This comprehensive resource includes both a qualitative approach to products, conventions, and institutions as well as quantitative coverage of valuation and analysis of each instrument. The Handbook of European Fixed Income Markets introduces readers to developed markets such as the U.K., France, Germany, Italy, Spain, and Holland, as well as emerging markets in Eastern Europe. Government and corporate bond market instruments and institutions are also discussed. U.S.-based investors, researchers, and academics as well as students and financial professionals in other parts of the world will all turn to this book for complete and accurate information on European financial instruments and markets. Frank J. Fabozzi (New Hope, PA) is a financial consultant, the Editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University's School of Management. Moorad Choudhry (Surrey, UK) is a Vice President with JPMorgan Chase structured finances services in London.
Book Synopsis The Treasury Bond Basis by : Galen Burghardt
Download or read book The Treasury Bond Basis written by Galen Burghardt and published by McGraw-Hill. This book was released on 2005-07-15 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now in its third edition, The Treasury Bond Basis is the mandatory reference text for Treasury bond and note futures trading rooms around the world. This updated edition reflects the numerous market changes, chief among them the Chicago Board of Trade’s decision to switch from an 8 percent to a 6 percent conversion factor. Revisions include greater detail on hedging and trading, updated explanations of options valuation and short delivery options, and discussion of global bonds futures trading and applications.
Book Synopsis Treasury Bond Basis 3e (Pb) by : Galen Burghardt
Download or read book Treasury Bond Basis 3e (Pb) written by Galen Burghardt and published by McGraw-Hill Library of Investm. This book was released on 2023-03-31 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now in its third edition, The Treasury Bond Basis is the mandatory reference text for Treasury bond and note futures trading rooms around the world. This updated edition reflects the numerous market changes, chief among them the Chicago Board of Trade's decision to switch from an 8 percent to a 6 percent conversion factor. Revisions include greater detail on hedging and trading, updated explanations of options valuation and short delivery options, and discussion of global bonds futures trading and applications.
Book Synopsis The European Bond Markets by : European Bond Commission
Download or read book The European Bond Markets written by European Bond Commission and published by Irwin Professional Publishing. This book was released on 1989 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edition of this popular resource continues to be the leading reference work on the European debt markets. The book contains new sections & new coverage of Israel & the new generation of markets in Eastern Europe, including Hungary, the Czech Republic, Slovakia, Bulgaria, & Russia. In addition to its user-friendly country-by-country format, a special chapter about bond mechanics helps readers understand settlement & yield calculation, allowing comparisons to be made between different markets.
Book Synopsis The European Bond Markets by : Stuart K. McLean
Download or read book The European Bond Markets written by Stuart K. McLean and published by Irwin Professional Publishing. This book was released on 1993 with total page 1616 pages. Available in PDF, EPUB and Kindle. Book excerpt: Drawing upon the detailed knowledge and expertise of the leading members of Europe's most important financial institutions, this country-by-country overview provides unparalleled insight into the European debt markets. This complete guide updates all of the opportunities these fixed income instruments afford and the unique characteristics of bond markets in 19 European countries. The scope of this book is truly all-inclusive and its detail exhaustive. Topics include market composition by sector, maturity and coupon; types of securities available; methods of issuance and trading; taxation; interest rate history; and intermarket spreads.
Book Synopsis Treasury Bond Basis 3e (Pb) by : Galen Burghardt
Download or read book Treasury Bond Basis 3e (Pb) written by Galen Burghardt and published by McGraw-Hill Library of Investm. This book was released on 2023-03-31 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now in its third edition, The Treasury Bond Basis is the mandatory reference text for Treasury bond and note futures trading rooms around the world. This updated edition reflects the numerous market changes, chief among them the Chicago Board of Trade's decision to switch from an 8 percent to a 6 percent conversion factor. Revisions include greater detail on hedging and trading, updated explanations of options valuation and short delivery options, and discussion of global bonds futures trading and applications.
Download or read book Bond Markets written by Patrick J. Ryan and published by Routledge. This book was released on 2020-11-25 with total page 83 pages. Available in PDF, EPUB and Kindle. Book excerpt: As cross-market bond trading has increased, it has become vital for international participants to understand the many different features that characterize the various international bond markets. Of particular interest to bond traders and investors are such factors as calculation of prices, accrued interest, yields, and durations. Bond Markets compares and contrasts all major bond markets with particular attention to: how different instruments are normally quoted; how much accrued interest is payable by the buyer in addition to traded price; the cost of a bond if quoted on a yield basis; normal settlement terms; rules for adjusting coupon rates; and how yields are quoted and calculated.
Book Synopsis An Examination of Transparency in European Bond Markets by :
Download or read book An Examination of Transparency in European Bond Markets written by and published by . This book was released on 2011-11 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Fragilities in the U.S. Treasury Market by : Antoine Bouveret
Download or read book Fragilities in the U.S. Treasury Market written by Antoine Bouveret and published by International Monetary Fund. This book was released on 2015-10-13 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: Changes in the structure of the U.S. Treasury market over recent years may have increased risks to financial stability. Traditional market makers have changed their liquidity provision by increasingly switching from risk warehousing to risk distribution, and a new breed of market maker has emerged with the rise of electronic trading. The 'flash rally' of October 15, 2014 provides a clear example of how those risks can materialize. Based on an in-depth analysis of the event-complementing the authorities' work-we suggest i) providing incentives for liquidity provision, ii) improving market safeguards, and iii) enhancing the regulation of the Treasury market.
Book Synopsis The Futures Bond Basis by : Moorad Choudhry
Download or read book The Futures Bond Basis written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2007-01-11 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 2nd edition of The Futures Bond Basis, is an updated and revised version of Professor Moorad Choudhry's succinct but in-depth look at the government bond futures contract basis. It includes essential background on contract specifications and the theory of the basis. It also covers the concept of the cheapest to deliver; price and delivery data for a sample of gilt contracts; the drivers of the basis and its dynamics; the mechanics of basis trading; a detailed explanation of gross and net basis, and an explanation of the implied repo rate. The book uses examples from the UK gilt market, although the basic principles are applicable in any bond futures market.
Book Synopsis Modeling Financial Time Series with S-PLUS by : Eric Zivot
Download or read book Modeling Financial Time Series with S-PLUS written by Eric Zivot and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This Second Edition is updated to cover S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear regime switching models, continuous-time financial models, generalized method of moments, semi-nonparametric conditional density models, and the efficient method of moments. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department, and adjunct associate professor of finance in the Business School at the University of Washington. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is an associate editor of Studies in Nonlinear Dynamics and Econometrics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics. Jiahui Wang is an employee of Ronin Capital LLC. He received a Ph.D. in Economics from the University of Washington in 1997. He has published in leading econometrics journals such as Econometrica and Journal of Business and Economic Statistics, and is the Principal Investigator of National Science Foundation SBIR grants. In 2002 Dr. Wang was selected as one of the "2000 Outstanding Scholars of the 21st Century" by International Biographical Centre.
Book Synopsis Bonds and Bond Derivatives by : Miles Livingston
Download or read book Bonds and Bond Derivatives written by Miles Livingston and published by Wiley-Blackwell. This book was released on 2005 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to bond markets and bond derivatives for students as well as for executives in commercial businesses and financial institutions. It also: Presents the essential elements of debt instruments in an intuitive manner; Covers updated institutional material, new sections on callable bonds and the yield to call, convertible bonds, and methods for estimating and modern models of term structure of interest rates, as well as a comprehensive discussion of bonds in the European Economic Union; Includes additional end-of-chapter questions, PowerPoint slides, and an Instructor's text bank through the author's website: http://bear.cba.ufl.edu/livingston
Download or read book STIR Futures written by Stephen Aikin and published by Harriman House Limited. This book was released on 2012-11-16 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Short term interest rate futures (STIR futures) are one of the largest financial markets in the world. The two main contracts, the Eurodollar and Euribor, regularly trade in excess of one trillion dollars and euros of US and European interest rates each day. STIR futures are also unique because their structure encourages spread and strategy trading, offering a risk reward profile incomparable to other financial markets. STIR futures are traded on a completely electronic market place that provides a level playing field, meaning that the individual can compete on exactly the same terms as banks and institutions. The sheer number of trading permutations allows traders to find their own niche. 'STIR Futures' is a handbook to the STIR futures markets, clearly explaining what they are, how they can be traded, and where the profit opportunities are. The book has been written for aspiring traders and also for experienced traders looking for new markets. This book offers a unique look at a significant but often overlooked financial instrument. By focusing exclusively on this market, the author provides a comprehensive guide to trading STIR futures. He covers key points such as how STIR futures are priced, the need to understand what is driving the markets and causing the price action, and provides in-depth detail and trading examples of the intra-contract spread market and cross-market trading opportunities of trading STIR futures against other financial products. An essential read for anyone involved in this market.
Book Synopsis International Convergence of Capital Measurement and Capital Standards by :
Download or read book International Convergence of Capital Measurement and Capital Standards written by and published by Lulu.com. This book was released on 2004 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis German Bond Yields and Debt Supply: Is There a “Bund Premium”? by : Anne-Charlotte Paret
Download or read book German Bond Yields and Debt Supply: Is There a “Bund Premium”? written by Anne-Charlotte Paret and published by International Monetary Fund. This book was released on 2019-11-01 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: Are Bunds special? This paper estimates the “Bund premium” as the difference in convenience yields between other sovereign safe assets and German government bonds adjusted for sovereign credit risk, liquidity and swap market frictions. A higher premium suggests less substitutability of sovereign bonds. We document a rise in the “Bund premium” in the post-crisis period. We show that there is a negative relationship of the premium with the relative supply of German sovereign bonds, which is more pronounced for higher maturities and when risk aversion proxied by bond market volatility is high. Going forward, we expect German government debt supply to remain scarce, with important implications for the ECB’s monetary policy strategy.
Book Synopsis The Eurodollar Futures and Options Handbook by : Galen Burghardt
Download or read book The Eurodollar Futures and Options Handbook written by Galen Burghardt and published by McGraw Hill Professional. This book was released on 2003-07-14 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: Eurodollar trading volume is exploding, with no end in sight tools phenomenal growth. The Eurodollar Futures and Options Handbook provides traders and investors with the complete range of current research on Eurodollar futures and options, now the most widely traded money market contracts in the world. The only current book on this widely-followed topic, it features chapters written by Eurodollar experts from JP Morgan, Mellon Capital, Merrill Lynch, and other global trading giants, and will quickly become a required reference for all Eurodollar F&O traders and investors.
