Bond and Money Markets: Strategy, Trading, Analysis
ISBN: 0750660783 ISBN13: 9780750660785

Bond and Money Markets: Strategy, Trading, Analysis
Our Price: 76.26
Discount: 7% RRP: 82.00
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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. It 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; and, portfolio management and strategies, total return framework, constructing bond indices. It is a stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis. It includes introductory coverage of very specialised topics (for which one previously required several texts) such as VaR, Asset and liability management and credit derivatives. It combines accessible style with advanced level topics.
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.
Brief Description:
Serves as a reference to the aspects of fixed income markets and instruments. Useful for professionals and graduate students, this title features coverage of: Government and Corporate bonds, Eurobonds, callable bonds, convertibles; asset-backed bonds including mortgages and CDOs; derivative instruments; term structure models; and more.
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