Title:
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BOND AND MONEY MARKETS
STRATEGY, TRADING, ANALYSIS |
By: |
Moorad Choudhry |
Format: |
Paperback |
List price:
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£152.00 |
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ISBN 10: |
0750660783 |
ISBN 13: |
9780750660785 |
Publisher: |
ELSEVIER SCIENCE & TECHNOLOGY |
Pub. date: |
4 July, 2003 |
Pages: |
1152 |
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. |
Synopsis: |
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 |
Publication: |
UK |
Imprint: |
Butterworth-Heinemann Ltd |
Returns: |
Returnable |