Advanced Fixed Income Analysis - Rilegato

Choudhry, Moorad; Lizzio, Michele

Rilegato

ISBN 10: 0750662638 ISBN 13: 9780750662635

Casa editrice: Butterworth-Heinemann, 2004

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

* 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

Su questo libro

Recensione:

An eagerly anticipated work that enables us to benefit from the author's knowledge and expertise as a practitioner and lecturer. Those of us involved in fixed income analytics will gain a great deal from reading this work.
-- Rod Pienaar, Corporate and Investment Banking, Deutsche Bank

L'autore:

Moorad Choudhry is Chief Executive Officer, Habib Bank Zurich PLC in London, and Visiting Professor at the Department of Mathematical Sciences, Brunel University. Previously he was Head of Treasury of the Corporate Banking Division, Royal Bank of Scotland. Prior to joining RBS, he was a bond trader and structured finance repo trader at KBC Financial Products, ABN Amro Hoare Govett Limited and Hambros Bank Limited. He has a PhD from Birkbeck, University of London and an MBA from Henley Business School. Moorad lives in Surrey, England.

Su questa edizione

• Editore: Butterworth-Heinemann
• Data di pubblicazione: 2004
• ISBN 10: 0750662638
• ISBN 13: 9780750662635
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 176