INTEREST RATE MARKETS SIDDHARTHA JHA PDF

Find in NLB Library. Creator: Jha, Siddhartha, Publisher: Hoboken, N. Format: Books. Physical Description: xvi, p. Series Title: Wiley trading.

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Siddhartha Jha. With trillions of dollars worth of trades conducted every year in everything from U. Treasury bonds to mortgage-backed securities, the U. Interest Rate Markets: A Practical Approach to Fixed Income details the typical quantitative tools used to analyze rates markets; the range of fixed income products on the cash side; interest rate movements; and, the derivatives side of the business. Interest Rate Markets helps readers to understand the structural nature of the rates markets and to develop a framework for thinking about these markets intuitively, rather than focusing on mathematical models.

Request permission to reuse content from this site. Undetected location. NO YES. Selected type: Hardcover. Added to Your Shopping Cart. View on Wiley Online Library. This is a dummy description. How to build a framework for forecasting interest rate market movements With trillions of dollars worth of trades conducted every year in everything from U.

Emphasizes the importance of hedging and quantitatively managing risks inherent in interest rate trades Details the common trades which can be used by investors to take views on interest rates in an efficient manner, the methods used to accurately set up these trades, as well as common pitfalls and risks?

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Siddhartha Jha's Interest Rate Markets TERRIBLE BOOK

With trillions of dollars worth of trades conducted every year in everything from U. Treasury bonds to mortgage-backed securities, the U. Interest Rate Markets: A Practical Approach to Fixed Income details the typical quantitative tools used to analyze rates markets; the range of fixed income products on the cash side; interest rate movements; and, the derivatives side of the business. Interest Rate Markets helps readers to understand the structural nature of the rates markets and to develop a framework for thinking about these markets intuitively, rather than focusing on mathematical models.

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Interest Rate Markets: A Practical Approach to Fixed Income

At a glance, the book seems pretty intuitive, covering practical concepts while glancing over the math. However, after a closer read of the first two chapters, I've found what appears to be some pretty egregious typos. The formula for duration is wrong and Jha explains that duration decreases when coupons increase because yields decrease, which is false. The proper explanation should be that prices are constant, coupons increase, which causes yields to increase which decreases duration. Should I abandon ship now or hope that it gets better as Jha finishes going over the basic bond math.

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Interest Rate Markets : A Practical Approach to Fixed Income

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You are currently using the site but have requested a page in the site. Would you like to change to the site? Siddhartha Jha. With trillions of dollars worth of trades conducted every year in everything from U. Treasury bonds to mortgage-backed securities, the U. Interest Rate Markets: A Practical Approach to Fixed Income details the typical quantitative tools used to analyze rates markets; the range of fixed income products on the cash side; interest rate movements; and, the derivatives side of the business.

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