Fixed income relative value analysis a practitioners guide to the theory, tools, and trades
As western governments issue increasing amounts of debt, the fixed income markets have never been more important. Yet the methods for analyzing these markets have failed to keep pace with recent developments, including the deterioration in the credit quality of many sovereign issuers. In Fixed Incom...
| Otros Autores: | , |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
West Sussex, England :
Wiley
2013.
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| Edición: | 1st edition |
| Colección: | Bloomberg Financial
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629292406719 |
| Sumario: | As western governments issue increasing amounts of debt, the fixed income markets have never been more important. Yet the methods for analyzing these markets have failed to keep pace with recent developments, including the deterioration in the credit quality of many sovereign issuers. In Fixed Income Relative Value Analysis, Doug Huggins and Christian Schaller address this gap with a set of analytic tools for assessing value in the markets for government bonds, interest rate swaps, and related basis swaps, as well as associated futures and options. Taking a practitioner's point of view, the b |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (340 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781118741979 9781118477212 9781118477205 |
