Bond And Money Markets: Strategy, Trading, Analysis

Other | July 1, 2003

byChoudhry, Moorad, Moorad Choudhry

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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

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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...

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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

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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.