Advanced fixed income analysis
- 作者: Choudhry, Moorad.
- 出版: Amsterdam ;Boston : Elsevier Butterworth-Heinemann 2004.
- 稽核項: 1 online resource (xxi, 184 pages) :illustrations.
- 叢書名: Elsevier finance
- 標題: Electronic books. , Interest rates Mathematical models. , Bonds , Investments & SecuritiesBonds. , Investment analysis. , PricesEconometric models. , Bonds. , Interest rates , BUSINESS & ECONOMICS Investments & Securities -- Bonds. , Mathematical models. , Bond market. , Bonds Prices -- Econometric models. , ValuationEconometric models. , BUSINESS & ECONOMICS , Bonds Valuation -- Econometric models.
- ISBN: 0080999417 , 9780080999418
- ISBN: 9780750662635 , 0750662638 , 0750662794 , 9780750662796
- 試查全文@TNUA:
- 附註: Includes bibliographical references and index. Approaches to trading and hedging -- Relative value trading using government bonds -- The dynamics of asset prices -- Interest-rate models I -- Interest-rate models II -- Estimating and fitting the term structure I -- Estimating and interpreting the term structure II : a practical implementation of the cubic spline method -- Advanced analytics for index-linked bonds -- Analysing the long bond yield -- The default risk of corporate bonds -- Brady bonds.
- 摘要: 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 * 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.
- 電子資源: https://dbs.tnua.edu.tw/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=117119
- 系統號: 005311876
- 資料類型: 電子書
- 讀者標籤: 需登入
- 引用網址: 複製連結
Each new chapter of the Second Edition covers an aspect of the fixed income market that has become relevant to investors but is not covered at an advanced level in existing textbooks. This is material that is pertinent to the investment decisions but is not freely available to those not originating the products. Professor Choudhry’s method is to place ideas into contexts in order to keep them from becoming too theoretical. While the level of mathematical sophistication is both high and specialized, he includes a brief introduction to the key mathematical concepts. This is a book on the financial markets, not mathematics, and he provides few derivations and fewer proofs. He draws on both his personal experience as well as his own research to bring together subjects of practical importance to bond market investors and analysts. Presents practitioner-level theories and applications, never available in textbooks Focuses on financial markets, not mathematics Covers relative value investing, returns analysis, and risk estimation
來源: Google Book
來源: Google Book
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