Fixed-Income Arbitrage: Analytical Techniques and StrategiesISBN: 978-0-471-55552-0
Hardcover
272 pages
August 1993
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.
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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.
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.