Description
Fixed Income Relative Value Analysis, + Website : A Practitioner's Guide to the Theory, Tools, and Trades, Hardcover by Huggins, Doug; Schaller, Christian, ISBN 1394189087, ISBN-13 9781394189083, Like New Used, Free shipping in the US "This second edition of Fixed Income Relative Value Analysis is fully updated to reflect the increasing complexity of the statistical models and the transition from LIBOR to SOFR. Th presents the relevant statistical and financial theories, a detailed set of statistical and financial tools derived from these theories, and a multitude of actual trades resulting from the application of these tools to the fixed income markets. As such, it's an indispensable guide for relative value analysts, relative value traders, and portfolio managers for whom security selection and hedging are part of the investment process"--