Fixed-Income Arbitrage: Analytical Techniques and Strategies by M. Anthony Wong, Anthony M. Wong |, Hardcover | Barnes & Noble
Fixed-Income Arbitrage: Analytical Techniques and Strategies

Fixed-Income Arbitrage: Analytical Techniques and Strategies

by M. Anthony Wong, Anthony M. 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

Overview

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.

Product Details

ISBN-13:
9780471555520
Publisher:
Wiley
Publication date:
08/26/1993
Series:
Wiley Finance Series, #32
Pages:
272
Sales rank:
408,121
Product dimensions:
9.00(w) x 6.00(h) x 0.75(d)

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