Pub Date : 2016-12-31DOI: 10.7765/9781526125354.00005
Philippa Byrne
{"title":"List of Tables","authors":"Philippa Byrne","doi":"10.7765/9781526125354.00005","DOIUrl":"https://doi.org/10.7765/9781526125354.00005","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"381 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123506400","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1515/9783110688733-001
{"title":"Chapter 1 What Really is the Cross-Currency Basis?","authors":"","doi":"10.1515/9783110688733-001","DOIUrl":"https://doi.org/10.1515/9783110688733-001","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"71 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126250672","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1515/9783110688733-003
{"title":"Chapter 3 Calculating Novel Cross-Currency Bases and FX Hedged Pickups","authors":"","doi":"10.1515/9783110688733-003","DOIUrl":"https://doi.org/10.1515/9783110688733-003","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121396452","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1515/9783110688733-010
{"title":"List of Figures","authors":"","doi":"10.1515/9783110688733-010","DOIUrl":"https://doi.org/10.1515/9783110688733-010","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"54 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130162049","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1515/9783110688733-009
{"title":"Chapter 9 Implied vs Realised Convexity","authors":"","doi":"10.1515/9783110688733-009","DOIUrl":"https://doi.org/10.1515/9783110688733-009","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"81 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117108569","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1515/9783110688733-008
{"title":"Chapter 8 Forward Curves, Duration and Convexity","authors":"","doi":"10.1515/9783110688733-008","DOIUrl":"https://doi.org/10.1515/9783110688733-008","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"43 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126752956","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1515/9783110688733-014
{"title":"Index","authors":"","doi":"10.1515/9783110688733-014","DOIUrl":"https://doi.org/10.1515/9783110688733-014","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131446895","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1515/9783110688733-fm
{"title":"Frontmatter","authors":"","doi":"10.1515/9783110688733-fm","DOIUrl":"https://doi.org/10.1515/9783110688733-fm","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"71 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126251165","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1515/9783110688733-006
{"title":"Chapter 6 An Empirical Method of Calculating the Term Premium","authors":"","doi":"10.1515/9783110688733-006","DOIUrl":"https://doi.org/10.1515/9783110688733-006","url":null,"abstract":"","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114582919","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1515/9783110688733-202
This book covers some important material in a way that makes it accessible to a wide range of practitioners and academics. The first part of the book looks at the cross-cur-rency basis. It explains why it has existed since 2008 and discusses whether traders can profit from it. The second part of the book considers the impact of low interest rates on the way we should analyze yield curves. It carefully considers the term premium, duration, and convexity. The whole book is a “ must-read ” for everyone concerned with FX or fixed income markets. Walks in Income and Foreign Exchange there are nothing in the field stays the same. Markets constantly, with changes in one quickly rippling through to others. But that doesn ’ t mean the relationship between assets stays the same. All this makes for new risks, and new This book does a great job in helping you understand the latest market factors and relationships.
{"title":"Advance Praise for Random Walks in Fixed Income and Foreign Exchange","authors":"","doi":"10.1515/9783110688733-202","DOIUrl":"https://doi.org/10.1515/9783110688733-202","url":null,"abstract":"This book covers some important material in a way that makes it accessible to a wide range of practitioners and academics. The first part of the book looks at the cross-cur-rency basis. It explains why it has existed since 2008 and discusses whether traders can profit from it. The second part of the book considers the impact of low interest rates on the way we should analyze yield curves. It carefully considers the term premium, duration, and convexity. The whole book is a “ must-read ” for everyone concerned with FX or fixed income markets. Walks in Income and Foreign Exchange there are nothing in the field stays the same. Markets constantly, with changes in one quickly rippling through to others. But that doesn ’ t mean the relationship between assets stays the same. All this makes for new risks, and new This book does a great job in helping you understand the latest market factors and relationships.","PeriodicalId":365418,"journal":{"name":"Random Walks in Fixed Income and Foreign Exchange","volume":"280 5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127476758","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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