滿額折
Fixed Income Arbitrage: Analytical Techniques And Strategies
商品資訊
ISBN13：9780471555520
出版社：John Wiley & Sons Inc
作者：Wong
出版日：1993/08/12
裝訂／頁數：精裝／272頁
商品簡介
作者簡介
目次
商品簡介
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.
作者簡介
M. Anthony Wong is the author of Fixed-Income Arbitrage: Analytical Techniques and Strategies , published by Wiley.
目次
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.
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.
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