Fixed-income Arbitrage: Analytical Techniques And Strategies Hardcover

M.Anthony Wong

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.

9780471555520

English

John Wiley and Sons Ltd

26 August 1993

272

M. Anthony Wong is the author of Fixed-Income Arbitrage: Analytical Techniques and Strategies, published by Wiley.