With a slew of VIX index trading products now available, traders can use a variety of strategies to speculate outright on the direction of market volatility, but they can also utilize these products in conjunction with other instruments to create spread trades or hedge their overall risk. Eesti keeles; In English; Log in. Authors: Christophe Bobineau. Employer Identification. Näita rohkem Näita vähem Arvustused "For those wanting to take the next step in learning or portfolio modeling, Trading VIX Derivatives will be a logical step in progression.
Treasury bonds to mortgage-backed securities, the U. Interest Rate Markets: A Practical Approach to Fixed Income details the typical quantitative tools used to analyze rates markets; the range of fixed income products on the cash side; interest rate movements; and, the derivatives side of the business.
Emphasizes the importance of hedging and quantitatively managing risks inherent in interest rate trades Details the common trades which can be used by investors to take views on interest rates in an efficient manner, the methods used to accurately set up these trades, as well as common pitfalls and risks?
Previously, as part of J. Morgan's Fixed Income Strategy Team, he covered a wide range of rates markets—from municipals Trade Options Institute liquid products including Treasuries, swaps, futures, and options—analyzing macroeconomic trends as well as short-term technical factors. He spent five years there developing trade ideas, building quantitative models, and discussing market trends with institutional investors. He graduated cum laude with a dual bachelor's and master's in applied mathematics and statistics from Harvard University.