Advanced fixed income analysis /
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 introduc...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Language Notes: | English. |
| Published: |
Amsterdam ; Boston :
Elsevier Butterworth-Heinemann,
2004.
|
| Series: | Elsevier finance.
|
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book Connect to the full text of this electronic book |
| Summary: | 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. |
|---|---|
| Physical Description: | 1 online resource (xxi, 184 pages) : illustrations |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 1417544392 9781417544394 9780080488189 0080488188 9780080999418 0080999417 |