Fixed-Income Arbitrage

Download or Read eBook Fixed-Income Arbitrage PDF written by M. Anthony Wong and published by John Wiley & Sons. This book was released on 1993-08-30 with total page 288 pages. Available in PDF, EPUB and Kindle.
Fixed-Income Arbitrage
Author :
Publisher : John Wiley & Sons
Total Pages : 288
Release :
ISBN-10 : 0471555525
ISBN-13 : 9780471555520
Rating : 4/5 (25 Downloads)

Book Synopsis Fixed-Income Arbitrage by : M. Anthony Wong

Book excerpt: 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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