
- 176 pages
- English
- PDF
- Available on iOS & Android
Advanced Fixed Income Analysis
About this book
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* 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
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Information
Table of contents
- front cover
- copyright
- toc
- Foreword
- Preface
- Chapter 1: Approaches to trading and hedging
- Chapter 2: Relative value trading using government bonds
- Chapter 3: The dynamics of asset prices
- Chapter 4: Interest-rate models I
- Chapter 5: Interest-rate models II
- Chapter 6: Estimating and fitting the term structure I
- Chapter 7: Estimating and interpreting the term structure II
- Chapter 8: Advanced analytics for index-linked bonds
- Chapter 9: Analysing the long bond yield
- Chapter 10: The default risk of corporate bonds
- Chapter 11: Brady bonds
- index