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Analysis of fixed income markets

New York Salomon Brothers ©1995Description: Varias paginaciones ilustrado 27 cm.Uniform titles: Analysis of fixed income markets Subject(s): Análisis de mercados de renta fija | Analysis of fixed income marketsDDC classification: 332.024
Contents:
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
List(s) this item appears in: Economia
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Item type Current location Collection Call number Copy number Status Date due Barcode Item holds
Libros Libros Biblioteca Central
General 332.024 / AN532a (Browse shelf) Ej. 1 Available 8000022282
Total holds: 0

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

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