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...
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Main Author: | |
Format: | Electronic eBook |
Language: | English |
Published: |
Amsterdam ; Boston :
Elsevier Butterworth-Heinemann,
2004
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Series: | Elsevier finance.
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Subjects: | |
Local Note: | ProQuest Ebook Central |
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100 | 1 | |a Choudhry, Moorad. | |
245 | 1 | 0 | |a Advanced fixed income analysis / |c Moorad Choudhry. |
260 | |a Amsterdam ; |a Boston : |b Elsevier Butterworth-Heinemann, |c 2004. | ||
300 | |a 1 online resource (xxi, 184 pages) : |b illustrations | ||
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490 | 1 | |a Elsevier finance | |
504 | |a Includes bibliographical references and index. | ||
505 | 0 | |a 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. | |
520 | |a 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. | ||
546 | |a English. | ||
588 | 0 | |a Print version record. | |
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650 | 0 | |a Bond market. | |
650 | 0 | |a Bonds |x Prices |x Econometric models. | |
650 | 0 | |a Bonds |x Valuation |x Econometric models. | |
650 | 0 | |a Interest rates |x Mathematical models. | |
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