A Trader’s Guide to Bonds Swaps & IR Instruments:
Volume 2 –
Trading and Position Keeping
Available
at the
ARTShop
(767+
colour
pages, much software, e-Book & soft cover)
Expected Q4/08 - due to client requests, we have updated our
release schedule. The TG2
Options - Volume 1 book has been moved up to be released next.
The TG2 Bonds, Swaps, and IR Instruments: Vol 2 - Trading & Position
Keeping book will be released thereafter. Much of the
material is ready now, so contact
TG2Books@arbitrage-trading.com for urgent requirements.
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This is Volume 2 of the TG2 Bonds,
Swaps, & IR Instruments 2-Volume Set (see
Volume 1 here).
This book focuses primarily on the trading and position keeping of non-contingent IR instruments and
markets with real world risk-adjusted P&L analysis relying on
forward and backward testing simulations and step-by-by holding
period examples.
... that's right, this is the real deal, showing
how to "strap on trades", and then showing step-by-step illustration
of the position's variations, and what actions/rebalances are
required (and why), and all expressed in P&L ... "how to trade
for real" ... written by heads of trading.
Detailed treatment of contingent (options) and complex
structured/hybrid products are found in their respective
multi-volume sets, such as [8],
[8a], ... up to
[10b] (see here for EntireList
).
PREREQUISITES - This Volume relies heavily on all of:
TG2 ReadMe 1st P1 & P2
TG2 Quant Methods: Basic Maths & Stats
TG2 Quant Methods: Monte Carlo Methods
TG2 Bonds, Swaps, and IR Instruments
- Volume 1
See Reviews HERE |
This book closely supports
several of
the ARTSchool Seminars:
such as A
Trader's Guide to IR Markets, 1-D
Swaps, and TG2
IR Derivatives (seminar delegates receive complementary copies).
The TG2 Bonds, Swaps, IR Products Volume
1 is the "pricing/using" component of the 2-volume set (ToC is available
HERE).
Key elements and objectives are:
coming soon
...see ToC,
Index,
and Extracts.
Special copies available see
HERE, or contact
TG2Books@arbitrage-trading.com
Please Note: This book is
closely connected with the TG2RM1st book,
which is required to understand the (correct)
business management issues and context. There are discounts for registered owners,
and especially for "bundled" purchases. The TG2QM books are one of the
few books in the TG2 Series that do not require the TG2RM1st as a
prerequisite, but is very strongly suggested.
Corporate Editions: ART also produces specialized
one-off books and monographs for customized client applications whether it
be for internal training purposes, to assist with marketing efforts, or with any
other circumstance.
If you need advanced copies or have
other special requirements, write to
TG2Books@Arbitrage-Trading.com OR
click HERE
Available
at the
ARTShop
(767+
colour
pages, much software, e-Book & soft cover)
See the entire
TG2
Series
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_______________________
**
Some discounts may not be taken in conjunction with other discounts
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