Advanced Fixed Income Analysis

Advanced Fixed Income Analysis

eBook - 2004
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This book is aimed at experienced practitioners in the corporate bond markets and is a specialised text for investors and traders. The author relates from both personal experience as well as his own research to bring together subjects of practical importance to bond market practitioners. He introduces the latest techniques used for analysis and interpretation, including: Relative value trading Approaches to trading and hedging Dynamic analysis of spot and forward rates Interest rate modelling Fitting the yield curve Analysing the long bond yield Index-linked bond analytics Corporate bond defaults * Aspects of advanced analysis for experienced bond market practitioners * Complex topics described in an accessible style * Brings together a wide range of topics in one volume.
Publisher: Amsterdam ; Boston : Elsevier Butterworth-Heinemann, 2004
ISBN: 9780080999418
0080999417
9780080488189
0080488188
9781417544394
1417544392
9780750662796
0750662794
0750662638
9780750662635
Characteristics: 1 online resource (xxi, 184 pages) : illustrations

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