The Interest Rate Bootcamp: A non-quant guide to interest rate maths

The Interest Rate Bootcamp: A non-quant guide to interest rate maths

by Thomas Krause
The Interest Rate Bootcamp: A non-quant guide to interest rate maths

The Interest Rate Bootcamp: A non-quant guide to interest rate maths

by Thomas Krause

eBook

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Overview

The Interest Rate Bootcamp provides a relevant and practical introduction to interest rate mathematics within the context of capital markets products, with a particular focus on fixed income. The book provides a comprehensive toolkit that is essential for every professional in the financial sector. The book covers interest rates, interest rate payments, the time value of money and bond pricing, coupon rates, zero rates and forward rates. Each chapter of the book contains questions with the worked solutions available at the end of the book. The book is ideal for entry level graduates into financial roles any anyone else needing a confident, accurate grasp of interest rate mathematics as applied to fixed income products.

Product Details

ISBN-13: 9780954449643
Publisher: BG Consulting
Publication date: 08/09/2013
Sold by: Barnes & Noble
Format: eBook
File size: 2 MB

About the Author

During his banking career Thomas engaged fixed income markets from very different points of view (including proprietary trading, ALM and Asset Management). He began his career as a member of the ALM Team at DG HYP AG – one of the biggest German mortgage banks – where he worked for more than six years managing the bank’s interest rate risk in all the major currencies. In late 2005, Thomas was appointed to set up the Fixed Income Derivatives Team at Deutsche Asset Management. In the process, he introduced several derivative instruments to the company and ran successful overlay trading for both fixed income and equity funds. Thomas specialises in training interest rate, equity and currency derivatives.
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