Quant Research

Contents

IR Markets - PPT Market Overview & Quant Research

IR Markets

The materials provided outline the contents of the book "Low Latency Interest Rate Markets", which gives a practical overview of interest rate markets, covering the full range of products-futures, FRAs, swaps, CDS, asset swaps, and cross-currency swaps. The outline explains their roles in global finance, their importance for project and corporate funding, and the need for speed and precision in electronic trading. The material is especially valuable for those looking to implement or enhance low latency pricing and risk management solutions, with detailed discussion on yield curve modelling, calibration techniques, and advanced real-time risk analytics.

Keywords: Interest rate markets, low latency, yield curve modelling, pricing, risk management, futures, swaps, CDS, asset swaps, cross-currency swaps, calibration, electronic trading, real-time analytics, quantitative finance, high frequency trading

Book: Low Latency IR Markets

Available from Amazon UK

https://www.amazon.co.uk/dp/9994985949

Available from Amazon USA

https://www.amazon.com/dp/9994985949

Available from Eliva Press

Email info@elivapress.com for 10% discount

https://www.elivapress.com/en/book/book-9161981805/