August 2013
Intermediate to advanced
382 pages
10h 23m
English
book
Fixed Income Relative Value Analysis: A Practitioners Guide to the Theory, Tools, and Trades
by Christian Schaller, Doug Huggins
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Bibliography
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Burghardt, G., Belton, T. (2005) The Treasury Bond Basis: An In-Depth Analysis for Hedgers, Speculators, and Arbitrageurs. New York: McGraw-Hill.
Burghardt, G. (2003) The Eurodollar Futures and Options Handbook. New York: McGraw-Hill.
Choudhry, M. (2006) The Credit Default Swap Basis. New York: Bloomberg Press.
Duffie, D. (June 1996) Special repo rates. Journal of Finance 51(2): 493–526.
Einstein, A. (April 1934) On the method of theoretical physics. Philosophy of Science 1(2): 163–9. ...
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