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Advanced Fixed Income Analysis

1st Edition - June 8, 2004

Authors: Moorad Choudhry, Michele Lizzio

Hardback ISBN:
9 7 8 - 0 - 7 5 0 6 - 6 2 6 3 - 5
eBook ISBN:
9 7 8 - 0 - 0 8 - 0 4 8 8 1 8 - 9

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… Read more

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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 introduces the latest techniques used for analysis and interpretation, including:Relative value tradingApproaches to trading and hedgingDynamic analysis of spot and forward ratesInterest rate modellingFitting the yield curveAnalysing the long bond yieldIndex-linked bond analyticsCorporate bond defaults