Fixed-Income Arbitrage: Analytical Techniques and Strategies

By M. Anthony 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 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.

• Format: Hardcover
• Language: English
• ISBN: 0471555525
• ISBN13: 9780471555520
• Release Date: August 1993
• Publisher: Wiley
• Length: 272 Pages
• Weight: 1.26 lbs.
• Dimensions: 0.9" x 6.4" x 9.2"