Trading and Investing in Bond Options by M Anthony Wong

Trading and Investing in Bond Options by M Anthony Wong

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.

M. Anthony Wong is the author of Trading and Investing in Bond Options: Risk Management, Arbitrage, and Value Investing, published by Wiley.

SKU	Unavailable
ISBN 13	9780471525608
ISBN 10	047152560X
Title	Trading and Investing in Bond Options
Author	M Anthony Wong
Series	Wiley Finance
Condition	Unavailable
Binding Type	Hardback
Publisher	Wiley
Year published	1991-01-16
Number of pages	288
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable