Advanced Fixed Income Analysis

Advanced Fixed Income Analysis

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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... analysis, 31a€“3 concepts, 13, 27a€“33 convexity, 30a€“2 portfolio yield, 28, 29a€“30 putting on the trade, 28a€“9 yield curves, ... fitted curves, 97a€“9, 102-4 forward interest rates, 98a€“104 Chan, K., 64 Charting, see Technical analysis Christensen, B., anbsp;...

Title:Advanced Fixed Income Analysis
Author:Moorad Choudhry, Michele Lizzio
Publisher:Butterworth-Heinemann - 2004-06-08


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