Trading and Investing in Bond Options: Risk Management, Arbitrage, and Value Investing

by Anthony M. Wong and 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...

• Format: Hardcover
• Language: English
• ISBN: 047152560X
• ISBN13: 9780471525608
• Release Date: January 1991
• Publisher: Wiley
• Length: 288 Pages
• Weight: 1.28 lbs.
• Dimensions: 1.0" x 6.3" x 9.4"