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.
Book Details:
- Author: M. Anthony Wong
- ISBN: 9780471555520
- Year Published: 1993
- Pages: 272
- BISAC: BUS036000, BUSINESS & ECONOMICS/Investments & Securities / General
About the Book and Topic:
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.
About the Author
M. Anthony Wong is the author of Fixed-Income Arbitrage: Analytical Techniques and Strategies , published by Wiley.