M. Anthony Wong
Fixed-Income Arbitrage
Analytical Techniques and Strategies
Gebonden Engels 1993 9780471555520Levertijd ongeveer 8 werkdagen
Gratis verzonden
Samenvatting
An exposition to the world of relative-value trading in the fixed-income markets written by a leading-edge thinker and scientific analyst of global financial markets. Using concrete examples, he details profit opportunities--treasury bills, bonds, notes, interest-rate futures and options--explaining how to obtain virtually risk-free rewards if the proper knowledge and skills are applied. Discusses the critical success factors of relative-value trading and highlights the important role of technology, capital requirements and considerations in order to set up a fixed-income arbitrage system.
Specificaties
ISBN13:9780471555520
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:272
Uitgever:John Wiley & Sons Inc
Hoofdrubriek:, Financieel management
Serie:Wiley Finance
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Inhoudsopgave
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.
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