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Fixed Income Relative Value Analysis + Website: A Practitioner's Guide to the Theory, Tools, and Trades

Hardcover
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An invaluable guide for fixed income practitioners, fully updated to incorporate the shift from LIBOR to SOFR

Since its first edition in 2013, Fixed Income Relative Value Analysis: A Practitioner’s Guide to the Theory, Tools, and Trades has become the gold standard for guides linking financial theories with practical analysis tools. The newly revised second edition reflects both the progress in statistical tools over the last decade and the impact of the transition to SOFR on swap spreads.

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