Advanced fixed income analysis /
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...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Amsterdam ; Boston :
Elsevier Butterworth-Heinemann,
2004.
|
Colección: | Elsevier finance.
|
Temas: | |
Acceso en línea: | Texto completo Texto completo |
Sumario: | 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 * Aspects of advanced analysis for experienced bond market practitioners * Complex topics described in an accessible style * Brings together a wide range of topics in one volume. |
---|---|
Descripción Física: | 1 online resource (xxi, 184 pages) : illustrations |
Bibliografía: | Includes bibliographical references and index. |
ISBN: | 1417544392 9781417544394 9780080488189 0080488188 9780080999418 0080999417 |