Approaches to trading and hedging | p. 1 |
Relative value trading using government bonds | p. 19 |
The dynamics of asset prices | p. 35 |
Interest-rate models I | p. 55 |
Interest-rate models II | p. 79 |
Estimating and fitting the term structure I | p. 97 |
Estimating and interpreting the term structure II : a practical implementation of the cubic spline method | p. 117 |
Advanced analytics for index-linked bonds | p. 141 |
Analysing the long bond yield | p. 153 |
The default risk of corporate bonds | p. 163 |
Brady bonds | p. 169 |
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