Advanced Fixed Income Analysis

Advanced Fixed Income Analysis
By Moorad Choudhry

Publisher: Butterworth-Heinemann
Number Of Pages: 176
Publication Date: 2004-07-28
Sales Rank: 957962
ISBN / ASIN: 0750662638
EAN: 9780750662635
Binding: Hardcover
Manufacturer: Butterworth-Heinemann
Studio: Butterworth-Heinemann
Average Rating: 0
Total Reviews: 0

Book 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 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


Download Description:

This book is aimed at experienced practitioners in the corporate bond markets and is a specialized 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 * Analyzing the long bond yield * Index-linked bond analytics * Corporate bond defaults

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