Bond and Money Markets

Name: Bond and Money Markets
Author: Moorad Choudhry

Strategy, Trading, Analysis

Paperback Engels 2003 9780750660785

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Samenvatting

The Bond and Money Markets is 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

Specificaties

ISBN13:9780750660785

Taal:Engels

Bindwijze:Paperback

Uitgever:Elsevier Science

Hoofdrubriek:Financieel management, Financieel management

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Inhoudsopgave

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.