The Complete Guide to Capital Markets for Quantitative Professionals

Alex Kuznetsov (Autor)

Buch | Hardcover

600 Seiten

2006
McGraw-Hill Professional (Verlag)
9780071468299 (ISBN)

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Quantitative professionals ('quants') who work on Wall Street must know securities industry products and strategies, as well as what issues their models and technology address. This enables quants to understand the essentials of Wall Street business, Wall Street's common quantitative problems and solutions, and where their research fits in.

The Complete Guide to Capital Markets for Quantitative Professionals is a comprehensive resource for readers with a background in science and technology who want to transfer their skills to the financial industry.

It is written in a clear, conversational style and requires no prior knowledge of either finance or financial analytics. The book begins by discussing the operation of the financial industry and the business models of different types of Wall Street firms, as well as the job roles those with technical backgrounds can fill in those firms. Then it describes the mechanics of how these firms make money trading the main financial markets (focusing on fixed income, but also covering equity, options and derivatives markets), and highlights the ways in which quantitative professionals can participate in this money-making process. The second half focuses on the main areas of Wall Street technology and explains how financial models and systems are created, implemented, and used in real life. This is one of the few books that offers a review of relevant literature and Internet resources.

McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide

Introduction

Part I: Financial Industry

1: Financial Markets

2: Market Participants

3: Financial Institutions and Their People

Part II: Markets

4: Markets and the Economy

5: US Treasury Market

6: Equity Markets

7: Financial Futures

8: Interest Rate Swaps and Options

9: Inflation Trading

10: Agencies and Mortgages

11: Credit and Credit Derivatives

Part III: Technology Areas

12: Product Data

13: Analytics and Modeling

14: Market Data

15: Trading Systems

16: Risk Managment

17: RManagementnd Strategy

Part IV: Technology Practices

18: Production Cycle

19: Development Cycle

20: Applicaton Support and PApplicationagement

Conclusion

Appendices

Erscheint lt. Verlag	16.12.2006
Reihe/Serie	McGraw-Hill Library of Investment & Finance
Zusatzinfo	100 Illustrations
Sprache	englisch
Maße	160 x 234 mm
Gewicht	930 g
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
ISBN-13	9780071468299 / 9780071468299
Zustand	Neuware