Advanced Fixed Income Analysis

Moorad Choudhry, Michele Lizzio

Format
Hardback
Publisher
Elsevier Science & Technology
Country
United Kingdom
Published
28 August 2015
Pages
272
ISBN
9780080999388

Advanced Fixed Income Analysis

Moorad Choudhry, Michele Lizzio

Each new chapter of the Second Edition covers an aspect of the fixed income market that has become relevant to investors but is not covered at an advanced level in existing textbooks. This is material that is pertinent to the investment decisions but is not freely available to those not originating the products. Professor Choudhry's method is to place ideas into contexts in order to keep them from becoming too theoretical. While the level of mathematical sophistication is both high and specialized, he includes a brief introduction to the key mathematical concepts. This is a book on the financial markets, not mathematics, and he provides few derivations and fewer proofs. He draws on both his personal experience as well as his own research to bring together subjects of practical importance to bond market investors and analysts.

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