Advanced Fixed Income Analysis

Other | June 1, 2004

byChoudhry, Moorad, Moorad Choudhry, Michele Lizzio

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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

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From the Publisher

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 ana...

Michele Lizzio is an Analyst in the Investment Banking division at Mediobanca in Milan (Italy). Before Mediobanca, Michele was an Analyst at Deloitte Financial Advisory, Valuation Services in Milan (Italy). He graduated cum laude in MSc Corporate Finance from the University of Brescia and began his career collaborating with Alberto Fal...

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Format:OtherDimensions:176 pages, 1 × 1 × 1 inPublished:June 1, 2004Publisher:Butterworth (trade)Language:English

The following ISBNs are associated with this title:

ISBN - 10:0080488188

ISBN - 13:9780080488189

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Table of Contents

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.