Swap spreads have become a popular valuation yardstick for European credit, Asian credit, and US MBS, CMBS, ... Mean-reversion analysis is the most common technique for analyzing spreads among individual securities and across industry sectors. ... Practice Problems and Solutions 1a20 taken from Fixed Income Readings for the Chartered Financial AnalystAr ... aValue of Security Selection versus Asset Allocation in Credit Markets, a Fixed Income Research, Lehman Brothers, anbsp;...
|Title||:||Fixed Income Analysis Workbook|
|Author||:||Jerald E. Pinto, Barbara S. Petitt, Wendy L. Pirie|
|Publisher||:||John Wiley & Sons - 2015-01-30|