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Advanced Fixed Income Analysis

  • 1st Edition - June 8, 2004
  • Authors: Moorad Choudhry, Michele Lizzio
  • Language: English
  • 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

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 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