Fixed-Income Arbitrage: Analytical Techniques and Strategies 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. Это и многое другое вы найдете в книге Fixed-Income Arbitrage: Analytical Techniques and Strategies (M. Anthony Wong)