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
Number of pages: 176
Weight: 540 g
Dimensions: 234 x 165 x 12 mm
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.