Trading the Fixed Income, Inflation and Credit Markets

With a relatively unique approach to relative value that highlights the pricing links between the different products and how these relationships can be used as the basis for a number of trading strategies, this book is a comprehensive guide to the most popular strategies that are used in the wholesale financial markets. Beginning with four asset classes - cash products, forwards/futures, swaps and options, there may be a variety of different ways in which a particular strategy can be expressed. Although the main focus is fixed income the book does cover multiple asset classes including credit and inflation. Written from a practitioner's perspective, Trading the Fixed Income, Inflation and Credit Markets illustrates how the products are used by including many worked examples and a number of screenshots to ensure that the content is as practical and applied as possible.