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| BOND AND MONEY MARKETS
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Strategy, Trading, Analysis
To order this title, and for more information, click here
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
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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.
Contents
Foreword; Preface; Introduction to bonds - Intro to bonds; Financial market arithmetic; The pricing of bonds; Bond yields; Review of bond
market instruments; The yield curve; Price, yield and interest rate risk I; Price, yield and interest rate risk II; Price, yield and
interest rate III; Price, yield and interest rate IV; Government bond markets - The gilt market; The US treasury market; International
bond markets; Corporate debt markets - Corporate bonds I; Callable bonds and OAS analysis; Convertible bond markets I; Convertible bond
markets II; The Eurobond market I; The Eurobond market II; Warrants; MTNs; Commercial paper; Prefs; US Municipal; Asset backed bonds
I; Mortgage backed bonds II; Asset backed bonds III; High-yield bonds; Credit analysis; The money markets - Money markets; Capital and
regulatory requirements; Asset and liability management; Repo; Money market derivative; Risk management - Intro to risk; VaR; Fixed income
modelling; Derivative instruments - Swaps I; Swaps II; Bond futures; Options I; Stochastic processes; Option pricing; The binomial model;
Bond option models; The Greeks; Strategy and uses; Exotic options; Trading and hedging - Trading and hedging; Advanced fixed income analytics;
Modelling; Yield curve modelling I; Yield curve modelling II; Estimating and fitting the yield curve; I-L bonds analysis; Pricing long-dated
bonds; Portfolio management - International investing; Constructing bond indices; Technical analysis - Technical analysis; Introduction
to credit derivatives - Credit derivatives; Emerging markets - Brady bonds; International investing; Concluding remarks.
| Bibliographic details |
Paperback, 1152 pages, publication date: JUL-2003
ISBN-13: 978-0-7506-6078-5
ISBN-10: 0-7506-6078-3
Imprint: BUTTERWORTH HEINEMANN
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| Price and Ordering |
Price:
GBP 110
USD 176
EUR 118
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Books and book related electronic products are priced in euro (EUR), and Great Britain Pounds (GBP) and US dollars (USD). EUR prices apply in Europe. GBP prices apply to the UK. USD prices apply to the Americas, Asia Pacific and the rest of the world.
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See also information about conditions of sale & ordering procedures, and links to our regional sales offices.
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Last update: 30 Jan 2010
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