000 01356nam a2200277 a 4500
001 CBN000000096
005 20151013135804.0
008 020813s2009 us 000 0 eng d
020 _a9780750662635
040 _aCBNCAT
082 _a330.01'5195
_222
100 1 _aChoudhry, Moorad
245 1 0 _aAdvanced fixed income analysis /
_cMoorad Choudhry
260 _aAmsterdam:
_bElsevier Butterworth-Heinemann,
_c2004.
300 _a xxi, 184 p. :
_b ill., port. ;
_c 24 cm.
440 _aElsevier finance
504 _aIncludes bibliographical references and index
520 _aThe 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.
590 _alje 4/9/13
590 _aLoan
650 0 _aBond market.
650 _aBonds--Prices--Econometric models.
650 _aInterest rates--Mathematical models.

650 _aBonds--Valuation--Econometric models.
942 _2ddc
_cBOOK
999 _c243
_d243