Advanced fixed income analysis /

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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 introduc...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Choudhry, Moorad
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; Boston : Elsevier Butterworth-Heinemann, 2004.
Colección:Elsevier finance.
Temas:
Bond market.
Bonds > Prices > Econometric models.
Bonds > Valuation > Econometric models.
Interest rates > Mathematical models.
Marché obligataire.
Obligations (Valeurs) > Évaluation > Modèles économétriques.
Taux d'intérêt > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > Bonds.
Interest rates > Mathematical models
Bonds > Prices > Econometric models
Bond market
Bonds
Investment analysis
Acceso en línea:Texto completo
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Tabla de Contenidos:
  • Approaches to trading and hedging
  • Relative value trading using government bonds
  • The dynamics of asset prices
  • Interest-rate models I
  • Interest-rate models II
  • Estimating and fitting the term structure I
  • Estimating and interpreting the term structure II : a practical implementation of the cubic spline method
  • Advanced analytics for index-linked bonds
  • Analysing the long bond yield
  • The default risk of corporate bonds
  • Brady bonds.

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