Summary |
Advanced fixed income analysis is aimed at experienced practitioners in the corporate bond markets and is a specialized 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
• Term structure modeling
• Fitting the yield curve
• Analyzing the long bond yield
• Index-linked bond analytics
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