[求助]Fixed-income Arbitrage (M. Anthony Wong, Robert High)

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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.

More details

Fixed-income Arbitrage: Analytical Techniques and Strategies

By M. Anthony Wong, Robert High

Contributor Robert High

Published by John Wiley and Sons, 1993

ISBN 0471555525, 9780471555520

254 pages

Contents

A Repertoire of Arbitrage Techniques	1
future contract, implied volatilities, statistical arbitrage
The Global FixedIncome Securities Markets	17
futures contract, primary dealers, yield curve
AssetBacked Securities and Their Derivatives	38
mortgage-backed securities, GNMA, coupon bonds
The Market Participants	53
market makers, Treasury Securities, Fabozzi
Analytical Tools for FixedIncome Securities	57
day count convention, interest rate, zero-coupon bond
Advanced Models and Algorithms	97
discount function, mortgage-backed securities, American options

more »

FixedIncome Analytics on the Trading Floor	151
scenario analysis, analytical engine, workstations
Instruments	173
Eurodollar, T-bill, credit spread
Yield Spreads in the Intermediate and LongMaturity	195
GNMA, yield-curve, call option
RelativeVolatility Trading in Bond Options	211
put-call parity, callable bonds, put option
Critical Success Factors of an Arbitrage	239
primary dealers, transaction costs, arbitrage trading
Index	247

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关键词：fixed-income Arbitrage Anthony Robert Income Robert Wong Arbitrage Anthony High

I need that one too. Please post the book if someone has that book.

Many thanks!