Fixed Income Relative Value Analysis, + Website: A Practitioner's Guide to the Theory, Tools, and Trades (Wiley Finance)

Print length: 400 pages
Language: English
Publisher: John Wiley &amp; Sons Inc
Publication date: 1 April 2024

Name: Fixed Income Relative Value Analysis, + Website: A Practitioner&#x27;s Guide to the Theory, Tools, and Trades (Wiley Finance)
SKU: 9781394189083
Availability: InStock

SKU: 9781394189083

Original price was: ₹8,010.00.Current price is: ₹7,209.00.

Master fixed income relative value with the updated second edition of this essential guide for practitioners. “Fixed Income Relative Value Analysis” by The Bookish Owl offers a comprehensive look at theory, tools, and trades, now reflecting the critical shift from LIBOR to SOFR. Discover practical statistical and financial tools, analyze swap spreads, understand basis swaps, and incorporate credit default swaps into yield curve analysis. This updated edition includes advanced models like the multivariate Ornstein-Uhlenbeck and multi-factor delivery option models. With access to a companion website featuring illustrative spreadsheets, this book is an indispensable resource for traders, analysts, portfolio managers, and risk managers seeking to identify and capitalize on market opportunities in fixed income.

5 in stock

Category: Business & Economics Tag: Doug Huggins