Analysis of fixed income markets
- Varias paginaciones ilustrado 27 cm.
Overview of forward rate analysis -- Market´s rate expectations and forward rates -- Does duration extension enhance long-term expected returns? -- Forecasting U.S. bond returns -- Convexity bias and the yield curve -- A framework for analyzing yield curve trades -- The dynamics of the shape of the yield curve: Empirical evidence, economic interpretations and theoretical foundations -- What really happened to U.S. bond yields -- European debt strategy updates; trading in chaotic markets -- Focus on spread trades -- Consistency of carry strategies in EMU -- Consistency of carry strategies in the U.K. -- Curvature and volatility -- Quantitative fixed-income trading strategies -- Consistency of euro corporate carry trades at short and long maturities -- More seasonal regularities -- Steepeners for real money -- Convexity-adjusted swap curve -- Credit market forecasting -- Credit sector allocation -- Yield-yield, par asset swap and cas -- Top predictors -- Stocks versus bonds -- The missing link - Focus on linkers -- Aspect of inflation-linked debt -- Analysing the sell-off
Análisis de mercados de renta fija
Analysis of fixed income markets
332.024 / AN532a
Overview of forward rate analysis -- Market´s rate expectations and forward rates -- Does duration extension enhance long-term expected returns? -- Forecasting U.S. bond returns -- Convexity bias and the yield curve -- A framework for analyzing yield curve trades -- The dynamics of the shape of the yield curve: Empirical evidence, economic interpretations and theoretical foundations -- What really happened to U.S. bond yields -- European debt strategy updates; trading in chaotic markets -- Focus on spread trades -- Consistency of carry strategies in EMU -- Consistency of carry strategies in the U.K. -- Curvature and volatility -- Quantitative fixed-income trading strategies -- Consistency of euro corporate carry trades at short and long maturities -- More seasonal regularities -- Steepeners for real money -- Convexity-adjusted swap curve -- Credit market forecasting -- Credit sector allocation -- Yield-yield, par asset swap and cas -- Top predictors -- Stocks versus bonds -- The missing link - Focus on linkers -- Aspect of inflation-linked debt -- Analysing the sell-off
Análisis de mercados de renta fija
Analysis of fixed income markets
332.024 / AN532a