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Advanced Fixed Income Analysis - Moorad Choudhry

Advanced Fixed Income Analysis


Published: 8th June 2004
Format: PDF
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  • Hardcover View Product Published: 1st July 2004
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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 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

* Aspects of advanced analysis for experienced bond market practitioners
* Complex topics described in an accessible style
* Brings together a wide range of topics in one volume

Approaches to trading and hedging; Relative value trading using govt bonds; Dynamics of asset prices; Interest rate models I; Interest rate models II; Fitting the term structure; I-L bonds; Long bond yield; Default risk of corporate bonds; Brady bonds.

ISBN: 9780080488189
ISBN-10: 0080488188
Format: PDF
Language: English
Published: 8th June 2004
Publisher: Elsevier Science