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Advanced fixed income analysis /

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 introduc...

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Bibliographic Details
Main Authors: Choudhry, Moorad. (Author)
Corporate Authors: Elsevier Science & Technology.
Published: Elsevier Butterworth-Heinemann,
Publisher Address: Amsterdam ; Boston :
Publication Dates: 2004.
Literature type: eBook
Language: English
Series: Elsevier finance
Subjects:
Bond market.
Bonds > Prices > Econometric models.
Bonds > Valuation > Econometric models.
Interest rates > Mathematical models.
BUSINESS & ECONOMICS > Bonds. > Bonds.
Bonds.
Investment analysis.
Electronic books.
Online Access: http://www.sciencedirect.com/science/book/9780750662635
Summary: 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.
Carrier Form: 1 online resource (xxi, 184 pages) : illustrations.
Bibliography: Includes bibliographical references and index.
ISBN: 1417544392
9781417544394
9780080488189
0080488188
9780080999418
0080999417
Index Number: HG4651
CLC: F830.59
Contents: Approaches to trading and hedging -- Relative value trading using government bonds -- The dynamics of asset prices -- Interest-rate models I -- Interest-rate models II -- Estimating and fitting the term structure I -- Estimating and interpreting the term structure II : a practical implementation of the cubic spline method -- Advanced analytics for index-linked bonds -- Analysing the long bond yield -- The default risk of corporate bonds -- Brady bonds.

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