Advanced fixed income analysis
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 introduc...
| Autor principal: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
London :
Elsevier Butterworth-Heinemann
2004.
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| Edición: | 1st ed |
| Colección: | Elsevier finance.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009634678206719 |
| Sumario: | 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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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (199 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781281020314 9786611020316 9780080488189 |
