Übersicht			Auf mobile öffnen

Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Veröffentlichung:	April 2024
Genre:	Wirtschaft / Recht
	Basis swaps / Bond Futures / Bonds / CDs / Delivery option / Festverzinsliches Wertpapier / Finance & Investments / Financial Engineering / Finanz- u. Anlagewesen / Finanztechnik / Fitted curves / Investments & Securities / Kapitalanlagen u. Wertpapiere / mean reversion / MVOU / PCA / quants / SOFR / Swap spreads mehr...
ISBN:	9781394189083
EAN-Code:	9781394189083
Verlag:	Wiley
Einband:	Gebunden
Sprache:	English
Dimensionen:	H 231 mm / B 160 mm / D 31 mm
Gewicht:	612 gr
Seiten:	432
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

In the newly revised second edition of Fixed Income Relative Value Analysis: A Practitioner's Guide to the Theory, Tools, and Trades, a team of veteran fixed income experts delivers a fully up-to-date desk reference to the statistical and financial theories underpinning the fixed income markets. The book offers a detailed and robust set of tools you can use to assist in both buy- and sell-side transactions and comes complete with a host of examples of actual trades resulting from the application of these tools and access to a companion website featuring working implementations of some of the included mathematics and models explained inside.   The latest edition of this book includes extensive analysis of the significant changes in the fixed income markets implemented since the great financial crisis of 2008-09: the transition from LIBOR to other reference rates, an increased risk of default from governments, and additional regulation and capital constraints.   Fixed Income Relative Value Analysis contains coverage of relevant statistical models, including mean reversion, Principal Component Analysis, and multivariate mean reversion, as well as a wide variety of financial models, including yield curve modelling and fitted bond curves. The book also discusses asset, basis, and credit default swaps and their mutual influences before concluding with an insightful chapter on relative value from a broader perspective.   Perfect for buy- and sell-side fixed income professionals, including quantitative analysts, portfolio managers, and financial engineers, Fixed Income Relative Value Analysis will also prove essential to fixed income salespersons with financially sophisticated clientele and risk managers. It's a straightforward, mathematically robust, and timely guide to a complex subject.