Fixed Income Relative Value Analysis: A Practitioners Guide to the Theory, Tools, and Trades
by: Huggins, Doug; Schaller, Christian

Hardcover. West Sussex UK/NY, Bloomberg Press, 1st, 2013, Book: Very Good, Dust Jacket: Very Good, Hardcover in a bright dust jacket, 371 pages. As western governments issue increasing amounts of debt, the fixed income markets have never been more important. Yet the methods for analyzing these markets have failed to keep pace with recent developments, including the deterioration in the credit quality of many sovereign issuers. In Fixed Income Relative Value Analysis, Doug Huggins and Christian Schaller address this gap with a set of analytic tools for assessing value in the markets for government bonds, interest rate swaps, and related basis swaps, as well as associated futures and options. Clean copy.