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Book Cover
Author Ray, Christina I.

Title The bond market : trading and risk management / Christina I. Ray
Published Homewood, Ill. : Business One Irwin, [1993]


Location Call no. Vol. Availability
 MELB  332.6323 Ray/Bmt  AVAILABLE
Description xxviii, 562 pages : illustrations ; 23 cm
Contents Epilogue: The Bond Market of the Future -- Appendix A: Price-Yield Formulas for Bonds -- Appendix B: The Black and Black-Scholes Options-Pricing Formulas -- Appendix C: The Relationship Between Average Sizes of Moves and STD -- Appendix D: The Pascal Distribution and Options-Pricing Model -- Appendix E: Names and Addresses of All Primary Dealers -- Appendix F: Table of Symbols
Pt. 1. The Trading Instruments, the Players, the Rules. Ch. 1. An Overview of the Governments Market. Ch. 2. The Instruments. Ch. 3. The Players. Ch. 4. The Rules of the Game. Ch. 5. Bond Mathematics - Mapping to Profit. Ch. 6. Volatility - Measuring Market Behavior. Ch. 7. Hedging - One Less Bet. Ch. 8. Bond Options. Ch. 9. Pricing, Hedging, and Trading Options. Ch. 10. Bond Futures -- Pt. 2. Bond Pricing and Forecasting. Ch. 11. The Yield Curve - Forecasts of Future Interest Rates. Ch. 12. The Yield Curve as Risk Premium. Ch. 13. Fundamentals - How Economic Indicators Affect Yields. Ch. 14. Technicals - Forecasting from the Past. Ch. 15. Clues to the Expert System. Ch. 16. The Search for Patterns. Ch. 17. Explaining the Patterns. Ch. 18. Betting on Behavior - Building Expert Systems -- Pt. 3. Trading as a Business. Ch. 19. Risk on the Trading Desk. Ch. 20. Measuring Position Risk. Ch. 21. The Equations of Motion. Ch. 22. Controlling Risk. Ch. 23. Optimizing the Trade
Notes Includes index
Subject Bond market.
LC no. 92020549
ISBN 1556232896 (alk. paper)