Advanced fixed income analysis

Moorad Choudhry - Collection Elsevier Finance

184 pages, parution le 18/06/2004

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Résumé

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

L'auteur - Moorad Choudhry

Dr Moorad Choudhry is Head of Treasury at KBC Financial Products in London. He is a Visiting Professor at the Department of Economics, London Metropolitan University, a Visiting Research Fellow at the ICMA Centre, University of Reading, a Senior Fellow at the Department of Mathematical Trading and Finance, Cass Business School, and a Fellow of the Securities and Investment Institute.

Sommaire

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.

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Elsevier
Auteur(s)	Moorad Choudhry
Collection	Elsevier Finance
Parution	18/06/2004
Nb. de pages	184
Format	17 x 24
Couverture	Relié
Poids	540g
Intérieur	Noir et Blanc
EAN13	9780750662635
ISBN13	978-0-7506-6263-5