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portada Fixed-Income Arbitrage: Analytical Techniques and Strategies (in English)
Type
Physical Book
Publisher
Author
Year
1993
Language
English
Pages
272
Format
Hardcover
ISBN
0471555525
ISBN13
9780471555520
Edition No.
1
Categories

Fixed-Income Arbitrage: Analytical Techniques and Strategies (in English)

M. Anthony Wong (Author) · Wiley · Hardcover

Fixed-Income Arbitrage: Analytical Techniques and Strategies (in English) - M. Anthony Wong

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Synopsis "Fixed-Income Arbitrage: Analytical Techniques and Strategies (in English)"

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.

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