Paperback
Master rates relative value trading: find, execute, and profit from mispricings.
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Rates Relative Value Trading

A Python Guide to Swap Spreads and Yield Curve Arbitrage

RRP$46.26

$41.64

  • Paperback

    302 pages

  • Release Date

    13 August 2026

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Summary

In rates markets, the most compelling opportunities often lie not in outright direction but in the subtle mispricings between instruments, maturities, and curves. This book is written for fixed income practitioners, rates traders, and portfolio managers who want a practical framework for finding and trading those discrepancies with rigor. It bridges market intuition and implementation, showing how relative value ideas in swaps, Treasuries, and basis markets can be translated into disciplined,…

Book Details

ISBN-13:9798896654339
Author:Felix J. Warwick
Publisher:Nobletrex Press
Imprint:Nobletrex Press
Format:Paperback
Number of Pages:302
Release Date:13 August 2026
Weight:404g
Dimensions:16mm x 152mm x 229mm
A-Format
B-Format
Rates Relative Value Trading by Felix J. Warwick - ISBN: 9798896654339
152 × 229 mm
C-Format
A4
mm / in

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