Advanced fixed income analysis
This book is aimed at experienced practitioners in the corporate bond markets and is a specialized 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...
| Main Author: | |
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| Format: | eBook |
| Language: | Inglés |
| Published: |
London :
Elsevier Butterworth-Heinemann
2004.
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| Edition: | 1st ed |
| Series: | Elsevier finance.
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| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009634678206719 |
| Summary: | This book is aimed at experienced practitioners in the corporate bond markets and is a specialized 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* Analyzing the long bond yield* Index-lin |
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| Item Description: | Description based upon print version of record. |
| Physical Description: | 1 online resource (199 p.) |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781281020314 9786611020316 9780080488189 |
