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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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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Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
Inside This Book
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First Sentence:
Newcomers to the options market naturally ask the following questions when they are first introduced to this market. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
net position summary, underlying bond price, options marketmakers, kappa risks, bond option markets, negative kappa, positive kappa, trader workstation, long straddle position, coupon accrual, positive theta, proprietary analytics, deliverable issues, delta trading, benchmark issue, negative theta, coupon income, delta risk, option pricing techniques, positive gamma, negative gamma, dynamic hedging strategy, repo rate, repo market, deliverable bonds Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, Probus Publishing Company, Englewood Cliffs, March T-bond, Handbook of Fixed-Income Options, Dow Jones-Irwin, December T-bond, The Journal of Finance, Salomon Brothers Center, San Francisco, United States, Financial Options, Option Amt, Portfolio Management Technology, September T-bond, The Effect of Delivery Options, The Journal of Financial Economics, Chicago Board of Trade, Greenwich Capital Markets Inc, Handbook of Fixed-Income Securities, Morgan Stanley, Strategic Investment, Wall Street Computer Review New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
Newcomers to the options market naturally ask the following questions when they are first introduced to this market. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
net position summary, underlying bond price, options marketmakers, kappa risks, bond option markets, negative kappa, positive kappa, trader workstation, long straddle position, coupon accrual, positive theta, proprietary analytics, deliverable issues, delta trading, benchmark issue, negative theta, coupon income, delta risk, option pricing techniques, positive gamma, negative gamma, dynamic hedging strategy, repo rate, repo market, deliverable bonds Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, Probus Publishing Company, Englewood Cliffs, March T-bond, Handbook of Fixed-Income Options, Dow Jones-Irwin, December T-bond, The Journal of Finance, Salomon Brothers Center, San Francisco, United States, Financial Options, Option Amt, Portfolio Management Technology, September T-bond, The Effect of Delivery Options, The Journal of Financial Economics, Chicago Board of Trade, Greenwich Capital Markets Inc, Handbook of Fixed-Income Securities, Morgan Stanley, Strategic Investment, Wall Street Computer Review New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
Citations (learn more)
This book cites 22
books:
See all 22 books this book cites
3
books
cite this book:
- Options Markets by John C. Cox on 6 pages
- Options as a Strategic Investment by Lawrence G. McMillan on page 18, page 219, and page 231
- Option Pricing (The Irwin series in finance) by Robert A. Jarrow on page 117, and page 136
- Options, Futures and Other Derivatives (6th Edition) by John C. Hull on page 117, and page 136
- Fixed Income Portfolio Management by H. Gifford Fong on page 210, and page 247
See all 22 books this book cites
- Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets (Wiley Finance) by Allen Jan Baird in Back Matter
- The Day Trader's Manual: Theory, Art, and Science of Profitable Short-Term Investing by William F. Eng in Back Matter
- An Introduction to Bond Markets (Reuters Financial Training) by London, UK Reuters Limited on page 191
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