Fixed-Income Arbitrage - Analytical Techniques and Strategies

Informationen zum Autor M. Anthony Wong is the author of Fixed-Income Arbitrage: Analytical Techniques and Strategies , published by Wiley. Klappentext 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. Zusammenfassung 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. Inhaltsverzeichnis 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.

Dettagli sul prodotto

• Autori: Anthony M Wong, Anthony M. Wong, M Anthony Wong, M. Anthony Wong, M.anthony Wong, Ma Wong, WONG M ANTHONY
• Editore: Wiley, John and Sons Ltd
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 15.09.1993
• EAN: 9780471555520
• ISBN: 978-0-471-55552-0
• Pagine: 272
• Serie: Wiley Finance; Wiley Finance
• Categorie: Guide e manuali > Diritto, professione, finanze; Scienze sociali, diritto, economia > Economia > Economia aziendale; Business & Economics / Investments & Securities / General, Investment & securities, Investment and securities