Advanced Fixed Income Analysis

Advanced Fixed Income Analysis on ScienceDirect(Opens new window)
Hardbound, 176 Pages
Published: JUN-2004
ISBN 10: 0-7506-6263-8
ISBN 13: 978-0-7506-6263-5
Imprint: BUTTERWORTH HEINEMANN


By
Moorad Choudhry, Head of Treasury, KBC Financial Products (UK) Limited

Description
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

Audience:
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.


 
Last update: 5 Nov 2011