Product Overview
This book provides an overview of fixed-income markets and their derivative markets including treasury, corporate, agency, mortgage-backed securities and debt options, futures and swap markets. The reader will understand the theory relevant to these markets and will be enabled to act in a more intelligent and confident way as a corporate customer, trader, banker, or investor. This book gives evidence on credit reputation of interest rate swap dealers. A detailed analysis of treasury bond futures is also given, based on market data.
