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Advanced fixed income analysis

Author: Moorad Choudhry
Publisher: Amsterdam ; Boston : Elsevier Butterworth-Heinemann, 2004.
Series: Elsevier finance.
Edition/Format:   eBook : Document : EnglishView all editions and formats
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Choudhry, Moorad.
Advanced fixed income analysis.
Amsterdam ; Boston : Elsevier Butterworth-Heinemann, 2004
(OCoLC)56444617
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Moorad Choudhry
ISBN: 1417544392 9781417544394 9780080488189 0080488188 9780080999418 0080999417
OCLC Number: 56930281
Description: 1 online resource (xxi, 184 pages) : illustrations.
Contents: Approaches to trading and hedging --
Relative value trading using government bonds --
The dynamics of asset prices --
Interest-rate models I --
Interest-rate models II --
Estimating and fitting the term structure I --
Estimating and interpreting the term structure II : a practical implementation of the cubic spline method --
Advanced analytics for index-linked bonds --
Analysing the long bond yield --
The default risk of corporate bonds --
Brady bonds.
Series Title: Elsevier finance.
Responsibility: Moorad Choudhry.

Abstract:

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  Read more...

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An eagerly anticipated work that enables us to benefit from the author's knowledge and expertise as a practitioner and lecturer. Those of us involved in fixed income analytics will gain a great deal Read more...

 
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