Cover for Advanced Fixed Income Analysis

Advanced Fixed Income Analysis

Book2004

Authors:

Moorad Choudhry

Advanced Fixed Income Analysis

Book2004

 

Cover for Advanced Fixed Income Analysis

Authors:

Moorad Choudhry

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Book 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 ... read full description

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  2. Book chapterAbstract only

    1 - Approaches to trading and hedging

    Pages 1-18

  3. Book chapterAbstract only

    2 - Relative value trading using government bonds

    Pages 19-33

  4. Book chapterAbstract only

    3 - The dynamics of asset prices

    Pages 35-54

  5. Book chapterAbstract only

    4 - Interest-rate models I

    Pages 55-77

  6. Book chapterAbstract only

    5 - Interest-rate models II

    Pages 79-95

  7. Book chapterAbstract only

    6 - Estimating and fitting the term structure I

    Pages 97-116

  8. Book chapterAbstract only

    7 - Estimating and interpreting the term structure II: A practical implementation of the cubic spline method

    Pages 117-139

  9. Book chapterAbstract only

    8 - Advanced analytics for index-linked bonds

    Pages 141-151

  10. Book chapterAbstract only

    9 - Analysing the long bond yield

    Pages 153-162

  11. Book chapterAbstract only

    10 - The default risk of corporate bonds

    Pages 163-168

  12. Book chapterAbstract only

    11 - Brady bonds

    Pages 169-174

  13. Book chapterNo access

    Index

    Pages 175-184

About the book

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 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

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

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

* 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

Details

ISBN

978-0-7506-6263-5

Language

English

Published

2004

Copyright

Copyright © 2004 Elsevier Ltd. All rights reserved

Imprint

Butterworth-Heinemann

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Authors

Moorad Choudhry