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.
Author | : M. Anthony Wong |
Publisher | : John Wiley & Sons |
Total Pages | : 288 |
Release | : 1993-08-30 |
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.