Fixed-Income Arbitrage: Analytical Techniques and Strategies

M. Anthony Wong

Published by Wiley, 1993
ISBN 10: 0471555525 / ISBN 13: 9780471555520
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Synopsis: 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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Title: Fixed-Income Arbitrage: Analytical ...
Publisher: Wiley
Publication Date: 1993
Book Condition: Very Good
Edition: 1st Edition.

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