Advanced Fixed Income Analysis
- Moorad Choudhry, Head of Business Treasury in Global Banking and Markets (GBM), Royal Bank of Scotland; Visiting Professor, London Metropolitan University; Senior Fellow, Cass Business School
- Michele Lizzio, Deloitte Financial Advisory
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
Investment Managers/Directors, Fixed Income Securities Traders, Financial Analysts in Banks and other financial institutions that have at least three years experience in the finance industry. The level of the books would be "professional" advanced.