How to build a framework for forecasting interest rate market movements
With trillions of dollars worth of trades conducted every year in everything from U.S. Treasury bonds to mortgage-backed securities, the U.S. interest rate market is one of the largest fixed income markets in the world.
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?providing examples from previous market stress events such as 2008
Includes exclusive access to the Interest Rate Markets Web site which includes commonly used calculations and trade construction methods
Interest Rate Markets helps readers to understand the structural nature of the rates markets and to develop a framework for thinking about these markets intuitively, rather than focusing on mathematical models
Space-Efficient Data Structures, Streams, and Algorithms: Papers in Honor of J. Ian Munro, on the Occasion of His 66th Birthday
This Festschrift volume, published in honour of J. Ian Munro, contains contributions written by some of his colleagues, former students, and friends. In celebration of his 66th birthday the colloquium "Conference on Space Efficient Data Structures, Streams and Algorithms" was held in Waterloo, ON, Canada, during August 15-16, 2013....
Perl One-Liners: 130 Programs That Get Things Done
Part of the fun of programming in Perl lies in tackling tedious tasks with short, efficient, and reusable code. Often, the perfect tool is the one-liner, a small but powerful program that fits in one line of code and does one thing really well.
In Perl One-Liners, author and impatient hacker Peteris...
Instant RSpec Test - Driven Development How-to
Learn RSpec and redefine your approach towards software development
Learn something new in an Instant! A short, fast, focused guide delivering immediate results
Learn how to use RSpec with Rails
Easy to read and grok examples
Improvisational Design: Continuous, Responsive Digital Communication "This original and sound book should have a profound effect on design for digital media."
-- Mark D. Gross, Design Machine Group, Department of Architecture, University of Washington
Traditional visual design expresses information in fixed forms, such as print or film, so the message can be stored or...