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Advanced Fixed Income Analysis (Hardback)
  • Advanced Fixed Income Analysis (Hardback)
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Advanced Fixed Income Analysis (Hardback)

(author), (author)
£69.99
Hardback 176 Pages / Published: 08/06/2004
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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

Publisher: Elsevier Science & Technology
ISBN: 9780750662635
Number of pages: 176
Weight: 540 g
Dimensions: 234 x 165 x 12 mm


MEDIA REVIEWS
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 from reading this work. -- Rod Pienaar, Corporate and Investment Banking, Deutsche Bank Moorad Choudhry shows yet again why he is regarded so highly in the markets, tackling difficult issues such as yield curve analysis and making them accessible to us all. -- Aaron Nematnejad, Bloomberg L.P.

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