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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...

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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:
Acceso en línea:Texto completo
Texto completo

MARC

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100 1 |a Choudhry, Moorad. 
245 1 0 |a Advanced fixed income analysis /  |c Moorad Choudhry. 
260 |a Amsterdam ;  |a Boston :  |b Elsevier Butterworth-Heinemann,  |c 2004. 
300 |a 1 online resource (xxi, 184 pages) :  |b illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Elsevier finance 
504 |a Includes bibliographical references and index. 
588 0 |a Print version record. 
505 0 |a 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. 
520 |a 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. 
546 |a English. 
650 0 |a Bond market. 
650 0 |a Bonds  |x Prices  |x Econometric models. 
650 0 |a Bonds  |x Valuation  |x Econometric models. 
650 0 |a Interest rates  |x Mathematical models. 
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650 6 |a Taux d'int�er�et  |x Mod�eles math�ematiques.  |0 (CaQQLa)000288951 
650 7 |a BUSINESS & ECONOMICS  |x Investments & Securities  |x Bonds.  |2 bisacsh 
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650 7 |a Investment analysis  |2 fast  |0 (OCoLC)fst00978180 
776 0 8 |i Print version:  |a Choudhry, Moorad.  |t Advanced fixed income analysis.  |d Amsterdam ; Boston : Elsevier Butterworth-Heinemann, 2004  |z 0750662638  |w (OCoLC)56444617 
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