Inside the US Treasury market
著者
書誌事項
Inside the US Treasury market
Quorum Books, 1989
- lib. bdg. : alk. pap
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注記
Includes index
内容説明・目次
内容説明
A comprehensive and practical guide to the United States Treasury bond market, this timely book offers a detailed introduction to the workings of the largest government debt market in the world and the investment opportunities it provides.
Wann begins by outlining the history and development of the market, explaining how it operates and examining the parts played by dealers, investors, and the U.S. government authorities. The U.S. Treasury market is compared with the UK gilts market and its economic and political background is analyzed. He goes on to provide an introduction to investment theory and analytical methods, including yield and return calculations, and looks at futures and options contracts on treasury bonds. The book concludes with a consideration of more advanced investment theory and investment strategies. The appendices include bond-equivalent yield calculations, formal mathematical proofs, statistical data on U.S. government finances since 1789, and a comprehensive glossary. Written by the Senior Economist in the London office of a major U.S. investment house, Inside the U.S. Treasury Market is an authoritative and important book. It will be particularly useful for fund managers, investment analysts, brokers, bankers, and corporate treasurers.
目次
Preface The Market and How It Operates History and Development Principal Characteristics of the U.S. Treasury Market U.S. and UK Treasury Markets Compared Basic Determinants of Treasury Bond Interest Rates Fed Management of the Market Dealers and Traders Investors New Issues Settlement The Economic Background Fundamental Analysis: The Economic Cycle Interpreting Economic Data as They Appear Fed Open-Market Operations Fed Watching Budget Watching The U.S. Budget Process Analytical Needs The Mathematics of Fixed-Interest Markets Yield and Return Calculations Duration Introduction to Yield Curves Further Analysis of Yield Curves Appendixes Index
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