Bond And Money Markets: Strategy, Trading, Analysis

Other | July 1, 2003

byChoudhry, Moorad, Moorad Choudhry

not yet rated|write a review
The Bond and Money Marketsis an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students.

Features comprehensive coverage of:
* Government and Corporate bonds, Eurobonds, callable bonds, convertibles
* Asset-backed bonds including mortgages and CDOs
* Derivative instruments including futures, swaps, options, structured products
* Interest-rate risk, duration analysis, convexity, and the convexity bias
* The money markets, repo markets, basis trading, and asset/liability management
* Term structure models, estimating and interpreting the yield curve
* Portfolio management and strategies,total return framework, constructing bond indices

* A stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis
* Includes introductory coverage of very specialised topics (for which one previously required several texts) such as VaR, Asset & liability management and credit derivatives
* Combines accessible style with advanced level topics

Pricing and Purchase Info

$207.19 online
$269.03 list price (save 22%)
In stock online
Ships free on orders over $25

From the Publisher

The Bond and Money Marketsis an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students.Features comprehensive coverage of:* Government and Corporate bonds, Eurobonds, callable bonds, convertibles* Asset-backed bon...

Moorad Choudhry is Chief Executive Officer, Habib Bank Zurich PLC in London, and Visiting Professor at the Department of Mathematical Sciences, Brunel University. Previously he was Head of Treasury of the Corporate Banking Division, Royal Bank of Scotland. Prior to joining RBS, he was a bond trader and structured finance repo trader at...

other books by Choudhry, Moorad

An Introduction to Banking: Liquidity Risk and Asset-Liability Management
An Introduction to Banking: Liquidity Risk and Asset-Li...

Paperback|Apr 4 2011

$82.38 online$84.00list price
Advanced Fixed Income Analysis
Advanced Fixed Income Analysis

Hardcover|Sep 1 2015

$160.14 online$178.95list price(save 10%)
see all books by Choudhry, Moorad
Format:OtherDimensions:1152 pages, 1 × 1 × 1 inPublished:July 1, 2003Publisher:Butterworth (trade)Language:English

The following ISBNs are associated with this title:

ISBN - 10:0080574939

ISBN - 13:9780080574936

Customer Reviews of Bond And Money Markets: Strategy, Trading, Analysis

Reviews

Extra Content

Table of Contents

Foreword; Preface; Introduction to bonds; Government bond markets; Corporate debt markets; The money markets; Risk management; Derivative instruments; Trading and hedging; Advanced fixed income analytics; Portfolio management; Technical analysis; Introduction to credit derivatives; Emerging markets; Concluding remarks.