Fixed Income Strategy
A Practitioner's Guide to Riding the Curve
Published on 9. March 2004
222 pages
978-0-470-86957-4 (ISBN)
Description
Market players put their jobs on the line with every position theytake. Any fixed income investor in the circumstance of beinggranted one wish would probably want to know what interest ratesare going to do in the future. Economists and others haveconstructed models of interest rate behaviour, but no model worksin all circumstances. The main aim of this book is to straddle thedifferent worlds of theoretical models and practical marketexperience, while offering an interdisciplinary framework for fixedincome investing and trading.
* A focussed but very practical approach to fixed-incomeinvestment, aimed at practitioner market
* Contains investment checklists and interviews with marketpractitioners
* Offers an interdisciplinary framework for fixed-incomeinvesting and trading, and combines worlds of theoretical modelsand practical market experience
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Book
09/2003
Wiley
€155.50
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Person
TAMARA MAST HENDERSON is a senior fixed income strategist for a leading provider of independent research and market analysis, responsible for European sovereign debt. Ahead of this, Dr. Henderson was deputy head of the International Monetary Fund's Investment Unit, responsible for the management of $11 million in trust funds. Henderson has also worked as an economist for the US Department of Commerce, IMF and Salomon Smith Barney. She has a B.A. in Foreign Affairs and Economics from the University of Virginia, and a M.A. and Ph.D. in Economics from Claremont Graduate University.
Content
Acknowledgments.
Biography.
Introduction.
PART I: BASIC TOOLS FOR ESTABLISHING A FIXED INCOMESTRATEGY.
1. Fixed Income Basics.
2. Fixed Income Securities: Beyond the Basics.
3. Economic Fundamentals.
PART II: ENHANCED TOOLS FOR ESTABLISHING A VIEW ON INTERESTRATES.
4. Government Policy: The Interface between Economics andPolitics.
5. Human Factors.
6. Technical Analysis: Applied Social Psychology.
7. Other Techniques for Short-Term Analysis.
8. An Integrated Approach to Bond Strategy.
PART III: IMPLEMENTING YOUR VIEW.
9. Fixed Income Instruments, Investors and Portfolio ManagementStyles.
10. Fixed Income Trading.
11. Odds and Ends.
12. Survival Principles for the Financial Battlefield.
Bibliography.
Index.
