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- Product code: 20485
- ISBN: 0750662638,
ISBN13: 9780750662635,
176 pages, hardback
Published by Butterworth-Heinemann on 2004
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Description of Advanced Fixed Income Analysis |
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; and, aspects of advanced analysis for experienced bond market practitioners. The book describes complex topics in an accessible style and brings together a wide range of topics in one volume.
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Contents of Advanced Fixed Income Analysis |
Approaches to trading and hedging
Relative value trading using govt bonds
Dynamics of asset prices
Interest rate models I
Interest rate models II
Fitting the term structure
I-L bonds
Long bond yield
Default risk of corporate bonds
Brady bonds
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About Moorad Choudhry |
Moorad Choudhry is Head of Treasury at KBC Financial Products (UK) Limited in London. Previously he worked in structured finance at JPMorgan Chase Bank, and as a sterling bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited. Dr Choudhry is a Visiting Professor at the Department of Economics, London Metropolitan University, and a Senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School. He is also a Fellow of the Securities Institute.
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