| Trading and Investing in Bond Options: Risk Management, Arbitrage, and Value Investing Contributor(s): Wong, Anthony M. (Author), Wong, M. Anthony (Author), Wong (Author) |
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ISBN: 047152560X ISBN-13: 9780471525608 Publisher: John Wiley & Sons OUR PRICE: $76.50 Product Type: Hardcover Published: January 1991 Annotation: 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, itprovides 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. |
| Additional Information |
| BISAC Categories: - Business & Economics | Investments & Securities - Bonds |
| Dewey: 332.632 |
| LCCN: 90012216 |
| Series: Wiley Finance |
| Physical Information: 0.97" H x 6.3" W x 9.36" (1.24 lbs) 288 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: US government bond options make up the single most important options market for institutional investors. Written by a prominent analyst of options markets, this book gives readers an |