Fixed-income Arbitrage: Analytical Techniques and Strategies

M.Anthony Wong

Fixed-income Arbitrage: Analytical Techniques and Strategies
Format
Hardback
Publisher
John Wiley and Sons Ltd
Country
United States
Published
26 August 1993
Pages
272
ISBN
9780471555520

Fixed-income Arbitrage: Analytical Techniques and Strategies

M.Anthony Wong

This is an introduction to the profit opportunities to be made the in arbitrage of fixed-income securities. It aims to provide a detailed and practical treatment of relative-value analysis and its applications. For each arbitrage strategy presented in this book, the underlying thought process, the associated risk/reward analysis, and the relevant money management discipline are illustrated using specific examples, as are treasury bills, bonds and notes, and interest-rate futures and options

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