Description

To become successful in the bond options market, it is important for professionals to gain a basic, yet thorough understanding of how options are priced, traded, and used in interest-rate risk and fixed-income portfolio management. Provides practical answers to questions that new participants will ask as they become more sophisticated in the bond option market. It describes the U.S. government bond options markets and discusses how options pricing and computer technologies are used in market-making, strategic trading, and value investing. After introducing standard options terminology, it provides background data on U.S. Treasury bonds, bond options pricing models, advanced pricing models, the fundamentals of bond options dealing, strategies driven by interest rate forecasts, the most widely used structured portfolio strategies involving options, and more.

Trading and Investing in Bond Options: Risk Management, Arbitrage, and Value Investing

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RRP: £65.00 You save £6.50 (10%)
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Hardback by M. Anthony Wong

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Short Description:

To become successful in the bond options market, it is important for professionals to gain a basic, yet thorough understanding... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 06/12/1990
    ISBN13: 9780471525608, 978-0471525608
    ISBN10: 047152560X

    Number of Pages: 262

    Non Fiction , Business, Finance & Law

    Description

    To become successful in the bond options market, it is important for professionals to gain a basic, yet thorough understanding of how options are priced, traded, and used in interest-rate risk and fixed-income portfolio management. Provides practical answers to questions that new participants will ask as they become more sophisticated in the bond option market. It describes the U.S. government bond options markets and discusses how options pricing and computer technologies are used in market-making, strategic trading, and value investing. After introducing standard options terminology, it provides background data on U.S. Treasury bonds, bond options pricing models, advanced pricing models, the fundamentals of bond options dealing, strategies driven by interest rate forecasts, the most widely used structured portfolio strategies involving options, and more.

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