1.

Record Nr.

UNINA9910784461403321

Autore

Choudhry Moorad

Titolo

Advanced fixed income analysis [[electronic resource] /] / Moorad Choudhry

Pubbl/distr/stampa

London, : Elsevier Butterworth-Heinemann, 2004

ISBN

1-281-02031-1

9786611020316

0-08-048818-8

Descrizione fisica

1 online resource (199 p.)

Collana

Elsevier finance

Disciplina

332.63234

Soggetti

Bonds

Investment analysis

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

front cover; copyright; toc; front matter; body; index

Sommario/riassunto

This book is aimed at experienced practitioners in the corporate bond markets and is a specialized 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* Analyzing the long bond yield* Index-lin