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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Choudhry, Moorad
Format: Electronic eBook
Language:Inglés
Published: Amsterdam ; Boston : Elsevier Butterworth-Heinemann, 2004.
Series:Elsevier finance.
Subjects:
Bond market.
Bonds > Prices > Econometric models.
Bonds > Valuation > Econometric models.
Interest rates > Mathematical models.
March�e obligataire.
Obligations (Valeurs) > �Evaluation > Mod�eles �econom�etriques.
Taux d'int�er�et > Mod�eles math�ematiques.
BUSINESS & ECONOMICS > Investments & Securities > Bonds.
Interest rates > Mathematical models
Bonds > Prices > Econometric models
Bond market
Bonds
Investment analysis
Online Access:Texto completo
Texto completo
Table of Contents:
  • 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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