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Advanced Fixed Income Analysis

Advanced Fixed Income Analysis by Moorad Choudhry
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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
Elsevier Science; June 2004
199 pages; ISBN 9780080488189
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Title: Advanced Fixed Income Analysis
Author: Moorad Choudhry; Michele Lizzio