Fixed-Income Arbitrage Analytical Techniques and Strategies
Innbundet /
1993
/ Engelsk
Produktdetaljer
ISBN
9780471555520
Publisert
1993-09-15
Utgiver
Vendor
John Wiley & Sons Inc
Vekt
488 gr
Høyde
236 mm
Bredde
160 mm
Dybde
21 mm
Aldersnivå
UU, UP, P, 05, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
272
Forfatter
Biographical note
M. Anthony Wong is the author of Fixed-Income Arbitrage: Analytical Techniques and Strategies , published by Wiley.
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.
Les mer
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.
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.
Les mer
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-Maturity
Sectors.
Relative-Volatility Trading in Bond Options.
Critical Success Factors of an Arbitrage Trading Unit.
Index.
Les mer
Produktdetaljer
ISBN
9780471555520
Publisert
1993-09-15
Utgiver
Vendor
John Wiley & Sons Inc
Vekt
488 gr
Høyde
236 mm
Bredde
160 mm
Dybde
21 mm
Aldersnivå
UU, UP, P, 05, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
272
Forfatter
Biographical note
M. Anthony Wong is the author of Fixed-Income Arbitrage: Analytical Techniques and Strategies , published by Wiley.