ENGLISH

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

By Christian Schaller , Doug Huggins

Book information

Publisher
Wiley
Year
2024
ISBN
1394189087, 9781394189083
Language
english
Format
PDF
Filesize
9 MB (9127676 bytes)
Series
Wiley Finance Series
Edition
2
Pages
432\430
Orientation
portrait
Paginated
yes
Scanned
no
Time added
2024-06-28 16:44:23

Description

Since its first edition in 2013, Fixed Income Relative Value Analysis: A Practitioner’s Guide to the Theory, Tools, and Trades has become the gold standard for guides linking financial theories with practical analysis tools. The newly revised second edition reflects both the progress in statistical tools over the last decade and the impact of the transition to SOFR on swap spreads. You’ll find a set of statistical and financial tools, a multitude of actual trades resulting from the application of these tools, as well as access to a companion website featuring spreadsheets illustrating some of the models contained in the book.

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