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
- ISBN10 1281020311
- ISBN13 9781281020314
- Publish Date 10 January 2010 (first published 8 June 2004)
- Publish Status Active
- Out of Print 17 June 2015
- Publish Country US
- Imprint Butterworth-Heinemann
- Format eBook
- Pages 184
- Language English