Trading and Investing in Bond Options: Risk Management, Arbitrage, and Value Investing (Wiley Finance) - Hardcover

Wong, M. Anthony

 
9780471525608: Trading and Investing in Bond Options: Risk Management, Arbitrage, and Value Investing (Wiley Finance)
Hardcover
ISBN 10: 047152560X ISBN 13: 9780471525608
Verlag: Wiley, 1990

Inhaltsangabe

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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Über die Autorin bzw. den Autor

M. Anthony Wong is the author of Trading and Investing in Bond Options: Risk Management, Arbitrage, and Value Investing, published by Wiley.

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Verlag
Wiley
Erscheinungsdatum
1990
Sprache
Englisch
ISBN 10 
047152560X
ISBN 13 
9780471525608
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
288
Kontakt zum Hersteller
Wiley-VCH GmbH
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