Advanced Fixed Income Analysis

By: Michele Lizzio

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$108.99
 
 
ISBN
9780080488189
Date Released
Binding
eBook
 
 

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Description
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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 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* 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
ISBN:
9780080488189
Publication Date:
08 / 06 / 2004

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