Fixed income relative value analysis a practitioners guide to the theory, tools, and trades

As western governments issue increasing amounts of debt, the fixed income markets have never been more important. Yet the methods for analyzing these markets have failed to keep pace with recent developments, including the deterioration in the credit quality of many sovereign issuers. In Fixed Incom...

Full description

Bibliographic Details
Other Authors: Huggins, Doug, 1965- author (author), Schaller, Christian, author
Format: eBook
Language:Inglés
Published: West Sussex, England : Wiley 2013.
Edition:1st edition
Series:Bloomberg Financial
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629292406719
Description
Summary:As western governments issue increasing amounts of debt, the fixed income markets have never been more important. Yet the methods for analyzing these markets have failed to keep pace with recent developments, including the deterioration in the credit quality of many sovereign issuers. In Fixed Income Relative Value Analysis, Doug Huggins and Christian Schaller address this gap with a set of analytic tools for assessing value in the markets for government bonds, interest rate swaps, and related basis swaps, as well as associated futures and options. Taking a practitioner's point of view, the b
Item Description:Description based upon print version of record.
Physical Description:1 online resource (340 p.)
Bibliography:Includes bibliographical references and index.
ISBN:9781118741979
9781118477212
9781118477205