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Fixed-Income Arbitrage: Analytical Techniques and Strategies

ISBN: 978-0-471-55552-0
Hardcover
272 pages
August 1993
List Price: US $100.00
Government Price: US $51.00
Enter Quantity:   Buy
Fixed-Income Arbitrage: Analytical Techniques and Strategies  (0471555525) cover image
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.

A Repertoire of Arbitrage Techniques.

The Global Fixed-Income Securities Markets.

Analytical Tools for Fixed-Income Securities.

Advanced Models and Algorithms.

Fixed-Income Analytics on the Trading Floor.

Relative-Value Trading in Short-Maturity Instruments.

Yield Spreads in the Intermediate- and Long-MaturitySectors.

Relative-Volatility Trading in Bond Options.

Critical Success Factors of an Arbitrage Trading Unit.

Index.
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