| Title:
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ADVANCED FIXED INCOME ANALYSIS
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| By: |
Moorad Choudhry, Michele Lizzio |
| Format: |
Hardback |
| List price:
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£69.99 |
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We believe that this item is permanently unavailable, and so we cannot source
it.
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| ISBN 10: |
0750662638 |
| ISBN 13: |
9780750662635 |
| Publisher: |
ELSEVIER SCIENCE & TECHNOLOGY |
| Pub. date: |
8 June, 2004 |
| Pages: |
176 |
| Description: |
Aimed at experienced practitioners in the corporate bond markets, this book introduces the 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; and more. |
| Synopsis: |
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 |
| Publication: |
UK |
| Imprint: |
Butterworth-Heinemann Ltd |
| Returns: |
Non-returnable |