Fixed Income Markets
Management, Trading and Hedging
(Sprache: Englisch)
A comprehensive, in-depth look at global debt capital markets in the post-crisis world
Fully updated with comprehensive coverage of the post-crisis debt markets and their impact on key industry issues, Fixed Income Markets: Management, Trading, and...
Fully updated with comprehensive coverage of the post-crisis debt markets and their impact on key industry issues, Fixed Income Markets: Management, Trading, and...
Leider schon ausverkauft
versandkostenfrei
Buch (Gebunden)
121.40 €
Produktdetails
Produktinformationen zu „Fixed Income Markets “
Klappentext zu „Fixed Income Markets “
A comprehensive, in-depth look at global debt capital markets in the post-crisis worldFully updated with comprehensive coverage of the post-crisis debt markets and their impact on key industry issues, Fixed Income Markets: Management, Trading, and Hedging, Second Edition offers insights into derivative pricing, cross-currency hedging, and new liquidity legislation. Written by Choudhry, Moskovic, and Wong, Fixed Income Markets is an indispensable read for anyone working in bond markets, interest-rate markets, and credit derivatives markets looking to better understand today's debt markets.
This acclaimed book takes a unique look into the leading practices in bond markets as well as post-credit-crunch impacts on pricing that are rarely captured in textbooks. The new edition provides expanded coverage on a wide range of topics within hedging, derivatives, bonds, rebalancing, and global debt capital markets. New topics include:
* Dynamic hedging practices and cross-currency hedging
* Collateralized and uncollateralized derivatives, and their impact on valuation
* Callable bonds, pricing, trading, and regulatory aspects related to liquidity
* Rebalancing as a method for capturing contingencies and other complex imbedded risks
As a bonus, the book includes reference information for statistical concepts and fixed income pricing, as well as a full glossary and index. Written in Choudhry's usual accessible style, Fixed Income Markets is a comprehensive and in-depth account of the global debt capital markets in today's post-crisis world.
Inhaltsverzeichnis zu „Fixed Income Markets “
Foreword.Preface.
Acknowledgments.
About the Author.
PART I: INTRODUCTION TO BONDS.
Chapter 1. The bond instrument.
Chapter 2. Interest-rate risk.
Chapter 3. Pricing, spot and forward rates.
Chapter 4. Interest rate modelling.
Chapter 5. Yield curve fitting.
PART II: ELECTED MARKET INSTRUMENTS.
Chapter 6. Money markets.
Chapter 7. Hybrid securities.
Chapter 8. Analysis of callable bonds.
Chapter 9. Index-linked bonds.
Chapter 10. ABS and MBS intro.
Chapter 11. CDOs.
Chapter 12. Structured credit products.
PART III: DERIVATIVE INSTRUMENTS.
Chapter 13. Forwards and futures pricing.
Chapter 14. Bond futures.
Chapter 15. Swaps.
Chapter 16. SwapNote.
Chapter 17. Credit derivatives I.
Chapter 18. Credit derivatives II.
Chapter 19. Options I.
Chapter 20. Options II.
PART IV: BOND TRADING AND HEDGING.
Chapter 21. Value-at-risk and Credit VaR.
Chapter 22. Government bond analysis, the yield curve and relative-value trading.
Chapter 23. Approaches to trading and hedging.
Appendix A: Statistical concepts.
Appendix B: Basic tools.
Appendix C: Introduction to the mathematics of fixed income pricing.
Glossary.
Index.
Autoren-Porträt von Moorad Choudhry, David Moskovic, Max Wong
MOORAD CHOUDHRY works in Group Treasury at The Royal Bank of Scotland, and is a Professor at the Department of Mathematical Sciences, Brunel University. He was a UK government bond trader and money markets trader with ABN Amro Hoare Govett Securities Ltd and a sterling proprietary trader with Hambros Bank Limited. He later traded structured finance bonds and repo at KBC Financial Products. Moorad lives in Surrey, England.DAVID MOSKOVIC is a hybrid derivatives trader at The Royal Bank of Scotland. Prior to that he worked in market risk and as a quantitative analyst. He qualified as a Chartered Accountant at Ernst & Young before moving to RBS.
MAX WONG is Head of Risk Model Validation at The Royal Bank of Scotland in Singapore. He was previously an index futures trader on the open-outcry floor at SIMEX and a risk quant at Standard Chartered. He is author of Bubble Value at Risk: A Countercyclical Risk Management Approach.
Bibliographische Angaben
- Autoren: Moorad Choudhry , David Moskovic , Max Wong
- 2014, 2. Aufl., 704 Seiten, Maße: 18,3 x 26 cm, Gebunden, Englisch
- Verlag: Wiley & Sons
- ISBN-10: 1118171721
- ISBN-13: 9781118171721
- Erscheinungsdatum: 16.04.2018
Sprache:
Englisch
Kommentar zu "Fixed Income Markets"
0 Gebrauchte Artikel zu „Fixed Income Markets“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Fixed Income Markets".
Kommentar verfassen