by Lehman Brothers
This classic document covers spot transactions, forwards, swaps, and options. Designed for traders, it includes practical examples, calculations, and scenarios that illustrate how to manage positions and understand market conventions.
Tags: foreign exchange, FX, trading, forwards, swaps, options
by Lehman Brothers
A reference guide for sales people engaging in Repurchase Agreements, covering the repo product, ledgers, sales credit schedule, credit risk management and margin issues, booking systems and documentation.
Tags: repo, repurchase agreements, fixed income, credit risk
by Salomon Brothers
Explains duration and convexity in a non-mathematical framework. Illustrates the correct use of duration for hedging, swapping, and arbitrage, and demonstrates alternative weighting tools.
Tags: duration, convexity, volatility, hedging, fixed income