{"product_id":"fixed-income-relative-value-analysis-website-by-doug-huggins-9781394189083","title":"Fixed Income Relative Value Analysis + Website","description":"\u003cdiv class=\"book-description\"\u003e\n\u003cp\u003e\u003cstrong\u003eAn invaluable guide for fixed income practitioners, fully updated to incorporate the shift from LIBOR to SOFR\u003c\/strong\u003e\u003c\/p\u003e\n\n\u003cp\u003eSince its first edition in 2013, \u003ci\u003eFixed Income Relative Value Analysis: A Practitioner’s Guide to the Theory, Tools, and Trades\u003c\/i\u003e has become the gold standard for guides linking financial theories with practical analysis tools. The newly revised second edition reflects both the progress in statistical tools over the last decade and the impact of the transition to SOFR on swap spreads.\u003c\/p\u003e\n\n\u003cp\u003eYou’ll find a set of statistical and financial tools, a multitude of actual trades resulting from the application of these tools, as well as access to a companion website featuring spreadsheets illustrating some of the models contained in the book.\u003c\/p\u003e\n\n\u003cp\u003eThis book covers:\u003c\/p\u003e\n\n\u003cul\u003e\n    \u003cli\u003eStatistical models for quantitative market analysis, in particular mean reversion models and principal component analysis, now including the multivariate Ornstein-Uhlenbeck model.\u003c\/li\u003e\n    \u003cli\u003eAn in-depth approach to understanding swap spreads in theory and practice.\u003c\/li\u003e\n    \u003cli\u003eA comprehensive discussion of the various basis swaps and their combinations.\u003c\/li\u003e\n    \u003cli\u003eThe incorporation of credit default swaps in yield curve analysis.\u003c\/li\u003e\n    \u003cli\u003eA classification of option trades into three types and the appropriate analysis tools.\u003c\/li\u003e\n    \u003cli\u003eFitted curve techniques for identifying relative value among different bonds.\u003c\/li\u003e\n    \u003cli\u003eA multi-factor delivery option model for bond future contracts.\u003c\/li\u003e\n\u003c\/ul\u003e\n\n\u003cp\u003e\u003ci\u003eFixed Income Relative Value Analysis\u003c\/i\u003e has proven to be an indispensable desk reference for buy- and sell-side fixed income professionals, including traders, quantitative analysts, portfolio managers, financial engineers, fixed income salespeople with sophisticated clientele, and risk managers.\u003c\/p\u003e\n\u003c\/div\u003e","brand":"Unknown","offers":[{"title":"Default Title","offer_id":47602969247980,"sku":"9781394189083","price":166.99,"currency_code":"NZD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0705\/7784\/8556\/files\/9781394189083-fixed-income-relative-value-analysis-website.jpg?v=1778050721","url":"https:\/\/bookhero.co.nz\/products\/fixed-income-relative-value-analysis-website-by-doug-huggins-9781394189083","provider":"Book Hero","version":"1.0","type":"link"}