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| ADVANCED FIXED INCOME ANALYSIS
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 To order this title, and for more information, click here
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.
Contents
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.
Bibliographic & ordering Information
Hardbound, 176 pages, publication date: JUN-2004
ISBN-13: 978-0-7506-6263-5
ISBN-10: 0-7506-6263-8
Imprint: BUTTERWORTH HEINEMANN
Price: Order form
EUR 44.95
GBP 30.99
USD 76.95
Books and book related electronic products are priced in US dollars (USD), euro (EUR), and Great Britain Pounds (GBP). USD prices apply to the Americas and Asia Pacific. EUR prices apply in Europe and the Middle East. GBP prices apply to the UK and all other countries.
See also information about conditions of sale & ordering procedures, and links to our regional sales offices.
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Last update: 30 Aug 2008
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