Moorad Choudhry,Michele Lizzio's Advanced Fixed Income Analysis PDF

By Moorad Choudhry,Michele Lizzio

This ebook is geared toward skilled practitioners within the company bond markets and is a specialized textual content for traders and investors. the writer relates from either own event in addition to his personal learn to assemble matters of sensible value to bond industry practitioners. He introduces the newest concepts used for research and interpretation, including:

Relative price trading
Approaches to buying and selling and hedging
Dynamic research of spot and ahead rates
Interest expense modelling
Fitting the yield curve
Analysing the lengthy bond yield
Index-linked bond analytics
Corporate bond defaults

* points of complex research for skilled bond industry practitioners
* complicated themes defined in an obtainable style
* Brings jointly a variety of themes in a single volume

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Advanced Fixed Income Analysis by Moorad Choudhry,Michele Lizzio

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