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Advanced fixed income analysis
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ISBN: 0750662638 9786611020316 1281020311 0080488188 9780750662635 1417544392 9781417544394 9780080488189 9780080999418 0080999417 0750662794 9780750662796 9780080999388 0080999387 Year: 2004 Publisher: Amsterdam Boston Elsevier Butterworth-Heinemann

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Abstract

This book is aimed at experienced practitioners in the corporate bond markets and is a specialized 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* Analyzing the long bond yield* Index-lin

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