Fixed Income Markets

Instruments, Applications, Mathematics

Moorad Choudhry

900 pages, parution le 22/09/2004

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Résumé

This book is a comprehensive and in-depth account of the global debt capital markets. It covers a wide range of instruments and their applications, including derivative instruments. Highlights of the book include:

Detailed description of the main products in use in the fixed income markets today, including analysis and valuation
Summary of market conventions and trading practices
Extensive coverage of associated derivatives including futures, swaps, options and credit derivatives
Writing style aimed at a worldwide target audience
An overview of trading and investment strategy.

The contents will be invaluable reading for anyone with an interest in debt capital markets, especially investors, traders, bond salespersons, risk managers and banking consultants.

L'auteur - Moorad Choudhry

Dr Moorad Choudhry is Head of Treasury at KBC Financial Products in London. He is a Visiting Professor at the Department of Economics, London Metropolitan University, a Visiting Research Fellow at the ICMA Centre, University of Reading, a Senior Fellow at the Department of Mathematical Trading and Finance, Cass Business School, and a Fellow of the Securities and Investment Institute.

Sommaire

Part I: Introduction to Bonds
- The bond instrument
- Interest-rate risk
- Pricing, spot and forward rates
- Interest rate modelling
- Yield curve fitting
Part II: Market Instruments
- Money markets
- Hybrid securities
- Analysis of callable bonds
- Index-linked bonds
- ABS and MBS intro
- CDOs
- Structured credit products
Part III: Derivative Instruments
- Forwards and futures pricing
- Bond futures
- Swaps
- SwapNote
- Credit derivatives I
- Credit derivatives II
- Options I
- Options II

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Moorad Choudhry
Parution	22/09/2004
Nb. de pages	900
Format	16 x 24
Couverture	Relié
Poids	1435g
Intérieur	Noir et Blanc
EAN13	9780470821367
ISBN13	978-0-470-82136-7