Advanced Fixed Income Analysis - Brossura

Choudhry, Moorad

Brossura

ISBN 10: 0080974007 ISBN 13: 9780080974002

Casa editrice: Butterworth-Heinemann, 2014

Riassunto

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

Su questo libro

L'autore:

Moorad Choudhry is Head of Business Treasury in Global Banking and Markets (GBM) Treasury at the Royal Bank of Scotland. He is thus responsible for providing RBS with the expertise and capabilities required to manage its balance sheet, funding, and liquidity. He is also Visiting Professor at the Department of Economics, London Metropolitan University, and a Senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School.

Su questa edizione

• Editore: Butterworth-Heinemann
• Data di pubblicazione: 2014
• ISBN 10: 0080974007
• ISBN 13: 9780080974002
• Rilegatura: Copertina flessibile
• Numero di pagine: 206