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Advanced Fixed Income Analysis - Softcover

 
9780080974002: Advanced Fixed Income Analysis

Inhaltsangabe

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

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Reseña del editor

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

Biografía del autor

Moorad Choudhry is Head of Business Treasury in Global Banking and Markets (GBM) Treasury at the Royal Bank of Scotland. He is thus responsible for providing RBS with the expertise and capabilities required to manage its balance sheet, funding, and liquidity. He is also Visiting Professor at the Department of Economics, London Metropolitan University, and a Senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School.

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9780750662635: Advanced Fixed Income Analysis

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ISBN 10:  0750662638 ISBN 13:  9780750662635
Verlag: Elsevier Limited, 2004
Hardcover

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Moorad Choudhry
Verlag: Butterworth-Heinemann, 2014
ISBN 10: 0080974007 ISBN 13: 9780080974002
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Paperback. Zustand: Brand New. 206 pages. 9.25x6.55x0.47 inches. In Stock. Artikel-Nr. zk0080974007

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