Random Walks in Fixed Income and Foreign Exchange : Unexpected Discoveries in Issuance, Investment and Hedging of Yield Curve Instruments

Frontmatter -- Advance Praise for Random Walks in Fixed Income and Foreign Exchange -- Foreword -- Contents -- Preface -- Chapter 1 What Really is the Cross-Currency Basis? -- Chapter 2 XVA and the Cross-Currency Basis -- Chapter 3 Calculating Novel Cross-Currency Bases and FX Hedged Pickups -- Chapter 4 FX Hedging of Fixed Income – What is the Best Way? -- Chapter 5 Introducing the Conversion Factor -- Chapter 6 An Empirical Method of Calculating the Term Premium -- Chapter 7 An Update of the Term Premium Calculation -- Chapter 8 Forward Curves, Duration and Convexity -- Chapter 9 Implied vs Realised Convexity -- List of Figures -- List of Tables -- About the Authors -- References -- Index