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.

Book Information
ISBN 9780471555520
Author M. Anthony Wong
Format Hardback
Page Count 272
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 488g
Dimensions(mm) 236mm * 160mm * 21mm