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Bond and Money Markets: Strategy, Trading, Analysis

  • 1st Edition - May 3, 2001
  • Author: Moorad Choudhry
  • Language: English
  • Hardback ISBN:
    9 7 8 - 0 - 7 5 0 6 - 4 6 7 7 - 2
  • eBook ISBN:
    9 7 8 - 0 - 0 8 - 0 4 7 6 1 8 - 6

Bond and Money Markets: Strategy, Trading, Analysis explains and analyses all aspects of the bond and money markets and is both an introduction for newcomers and an advanced… Read more

Bond and Money Markets: Strategy, Trading, Analysis

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Bond and Money Markets: Strategy, Trading, Analysis explains and analyses all aspects of the bond and money markets and is both an introduction for newcomers and an advanced text for experienced market practitioners and graduate students. Those with experience of the industry at all levels will find the book invaluable as a standard reference work.

The book features coverage of:

Government and Corporate bonds, Eurobonds, callable bonds, convertibles

Asset-backed bonds including mortgages and CDOs

Derivative instruments including bond futures, swaps, options, structured products, and option valuation models

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, including total return framework, portfolio strategies, and constructing bond indices

and valuable insight into:

Trading and hedging strategy

Charting and technical analysis

The latest market developments, such as value-at-risk, and credit derivatives

Emerging markets and the benefits of international investment

The Bond and Money Markets: Strategy, Trading, Analysis is aimed at a wide readership including bond salespersons, traders, corporate financiers and graduate trainees, as well as risk managers, operations professionals and business analysts. Other market participants including fund managers, corporate treasurers, management consultants, regulators and financial journalists will also find the content useful.