Fixed Income Analysis Workbook

Fixed Income Analysis Workbook

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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 1a€“20 taken from Fixed Income Readings for the Chartered Financial AnalystAr ... a€œValue 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


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