Advanced fixed income analysis / Moorad Choudhry
Material type:
TextSeries: Elsevier financePublication details: Amsterdam: Elsevier Butterworth-Heinemann, 2004.Description: xxi, 184 p. : ill., port. ; 24 cmISBN: - 9780750662635
- 330.01'5195 22
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| 330.01'5195 ANA Methods for estimation and inference in modern econometrics / | 330.01'5195 APP Applied econometrics & macroeconometric modelling in Nigeria / | 330.01'5195 BAL Econometric analysis of panel data / | 330.01'5195 CHO Advanced fixed income analysis / | 330.01'5195 DSG DSGE models in macroeconomics : | 330.01'5195 ECO Econometric theory and practice : | 330.01'5195 EZI A Practical Guide on Data Analysis: using EViews |
Includes bibliographical references and index
The book 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.
lje 4/9/13
Loan
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