Advanced Fixed Income Analysis,
Edition 1
By Moorad Choudhry and Michele Lizzio
Publication Date:
08 Jun 2004
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 tradingApproaches to trading and hedgingDynamic analysis of spot and forward ratesInterest rate modellingFitting the yield curveAnalysing the long bond yieldIndex-linked bond analyticsCorporate 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
About the author
By Moorad Choudhry, Chief Executive Officer, Habib Bank Zurich PLC and Visiting Professor at the Department of Mathematical Sciences, Brunel University. and Michele Lizzio, Mediobanca
Deloitte Financial Advisory
Table of Contents
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.
Book details
ISBN:
9780750662635
Page Count: 176
Retail Price
:
£69.99
Choudhry, THE BOND AND MONEY MARKETS (PAPERBACK), (2003, 115.00 (USD) 75.00 (GBP), ISBN: 0750660783) Choudhry, THE REPO HANDBOOK (2002, 96.00 (USD) 55.00 (GBP), ISBN: 0750651628) Geddes, IPO AND EQUITY OFFERINGS (2003, 69.99 (USD), 55.00 (GBP), ISBN: 0750655380)
Audience
Investment Managers/Directors, Fixed Income Securities Traders, Financial Analysts in Banks and other financial institutions that have at least three years experience in the finance industry. The level of the books would be "professional" advanced.
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