By
Moorad Choudhry, Head of Treasury, KBC Financial Products (UK) Limited
Description
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
Audience:
As a reference book for students studying for Business and Finance related postgraduate degrees; MBA students; masters of finance students;
those studying for professional qualifications such as CFA, ACT, IIMR, ACIB, Securities Institute, ACCA.
