Advanced Fixed Income Analysis
View on ScienceDirect

Advanced Fixed Income Analysis

1st Edition - June 8, 2004

Write a review

  • Authors: Moorad Choudhry, Michele Lizzio
  • eBook ISBN: 9780080488189

Purchase options

Purchase options
DRM-free (PDF)
eBook Format Help
Sales tax will be calculated at check-out

Institutional Subscription

Support CenterReturns & Refunds
Free Global Shipping
No minimum order

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 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

Key Features

* 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

Readership

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.

Table of 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.

Product details

  • No. of pages: 176
  • Language: English
  • Copyright: © Butterworth-Heinemann 2004
  • Published: June 8, 2004
  • Imprint: Butterworth-Heinemann
  • eBook ISBN: 9780080488189

About the Authors

Moorad Choudhry

Moorad Choudhry
Moorad Choudhry is Chief Executive Officer, Habib Bank Zurich PLC in London, and Visiting Professor at the Department of Mathematical Sciences, Brunel University. Previously he was Head of Treasury of the Corporate Banking Division, Royal Bank of Scotland. Prior to joining RBS, he was a bond trader and structured finance repo trader at KBC Financial Products, ABN Amro Hoare Govett Limited and Hambros Bank Limited. He has a PhD from Birkbeck, University of London and an MBA from Henley Business School. Moorad lives in Surrey, England.

Affiliations and Expertise

Chief Executive Officer, Habib Bank Zurich PLC and Visiting Professor at the Department of Mathematical Sciences, Brunel University.

Michele Lizzio

Michele Lizzio
Michele Lizzio is an Analyst in the Investment Banking division at Mediobanca in Milan (Italy). Before Mediobanca, Michele was an Analyst at Deloitte Financial Advisory, Valuation Services in Milan (Italy). He graduated cum laude in MSc Corporate Finance from the University of Brescia and began his career collaborating with Alberto Falini, Professor of Corporate Finance at University of Brescia.

Affiliations and Expertise

Mediobanca Deloitte Financial Advisory

Ratings and Reviews

Write a review

There are currently no reviews for "Advanced Fixed Income Analysis"