Advanced fixed income analysis:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
Elsevier Butterworth-Heinemann
2004
|
| Schriftenreihe: | Elsevier finance
|
| Schlagworte: | |
| Online-Zugang: | FAW01 FAW02 Volltext |
| Beschreibung: | 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 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 |
| Beschreibung: | 1 Online-Ressource (xxi, 184 pages) |
| ISBN: | 0080488188 0750662638 1417544392 9780080488189 9780750662635 9781417544394 |
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Datensatz im Suchindex
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| author | Choudhry, Moorad |
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| building | Verbundindex |
| bvnumber | BV043072981 |
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| ctrlnum | (OCoLC)56930281 (DE-599)BVBBV043072981 |
| dewey-full | 332.63234 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63234 |
| dewey-search | 332.63234 |
| dewey-sort | 3332.63234 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV043072981 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:16:36Z |
| institution | BVB |
| isbn | 0080488188 0750662638 1417544392 9780080488189 9780750662635 9781417544394 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028497173 |
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| owner_facet | DE-1046 DE-1047 |
| physical | 1 Online-Ressource (xxi, 184 pages) |
| psigel | ZDB-4-EBA ZDB-4-EBA FAW_PDA_EBA |
| publishDate | 2004 |
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| spelling | Choudhry, Moorad Verfasser aut Advanced fixed income analysis Moorad Choudhry Amsterdam Elsevier Butterworth-Heinemann 2004 1 Online-Ressource (xxi, 184 pages) txt rdacontent c rdamedia cr rdacarrier Elsevier finance 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 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 BUSINESS & ECONOMICS / Investments & Securities / Bonds bisacsh Mathematisches Modell Wirtschaft Ökonometrisches Modell Bond market Bonds Prices Econometric models Bonds Valuation Econometric models Interest rates Mathematical models Festverzinsliches Wertpapier (DE-588)4121262-9 gnd rswk-swf Festverzinsliches Wertpapier (DE-588)4121262-9 s 1\p DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=117119 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Choudhry, Moorad Advanced fixed income analysis BUSINESS & ECONOMICS / Investments & Securities / Bonds bisacsh Mathematisches Modell Wirtschaft Ökonometrisches Modell Bond market Bonds Prices Econometric models Bonds Valuation Econometric models Interest rates Mathematical models Festverzinsliches Wertpapier (DE-588)4121262-9 gnd |
| subject_GND | (DE-588)4121262-9 |
| title | Advanced fixed income analysis |
| title_auth | Advanced fixed income analysis |
| title_exact_search | Advanced fixed income analysis |
| title_full | Advanced fixed income analysis Moorad Choudhry |
| title_fullStr | Advanced fixed income analysis Moorad Choudhry |
| title_full_unstemmed | Advanced fixed income analysis Moorad Choudhry |
| title_short | Advanced fixed income analysis |
| title_sort | advanced fixed income analysis |
| topic | BUSINESS & ECONOMICS / Investments & Securities / Bonds bisacsh Mathematisches Modell Wirtschaft Ökonometrisches Modell Bond market Bonds Prices Econometric models Bonds Valuation Econometric models Interest rates Mathematical models Festverzinsliches Wertpapier (DE-588)4121262-9 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / Bonds Mathematisches Modell Wirtschaft Ökonometrisches Modell Bond market Bonds Prices Econometric models Bonds Valuation Econometric models Interest rates Mathematical models Festverzinsliches Wertpapier |
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