Advanced fixed income analysis
Author(s)
Bibliographic Information
Advanced fixed income analysis
Elsevier Butterworth-Heinemann, 2004
Available at 5 libraries
Note
Includes bibliographical references and index
Description and Table of Contents
Description
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 tradingApproaches to trading and hedgingDynamic analysis of spot and forward ratesInterest rate modellingFitting the yield curveAnalysing the long bond yieldIndex-linked bond analyticsCorporate bond defaults
Table of Contents
- Approaches to trading and hedging
- Relative value trading using govt bonds
- Dynamics of asset prices
- Interest rate models I
- Interest rate models II
- Fitting the term structure
- I-L bonds
- Long bond yield
- Default risk of corporate bonds
- Brady bonds.
by "Nielsen BookData"