Advanced Fixed Income Analysis

Moorad Choudhry and Michele Lizzio
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Moorad Choudhry: Chief Executive Officer, Habib Bank Zurich PLC and Visiting Professor at the Department of Mathematical Sciences, Brunel University.
Michele Lizzio: Mediobanca Deloitte Financial Advisory

in Elsevier Monographs from Elsevier, currently edited by Candice Janco

Abstract: 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

Date: 2004 Originally published 2004-06-08.
Edition: 1
ISBN: 978-0-7506-6263-5
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