The Bond and Money Markets: Strategy, Trading, Analysis - Couverture souple

Choudhry, Moorad

Couverture souple

ISBN 10 : 0750660783 ISBN 13 : 9780750660785

Editeur : Butterworth-Heinemann Ltd, 2003

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

A propos du livre

À propos de l'auteur

Moorad Choudhry is Chief Executive Officer, Habib Bank Zurich PLC in London, and Visiting Professor at the Department of Mathematical Sciences, Brunel University. Previously he was Head of Treasury of the Corporate Banking Division, Royal Bank of Scotland. Prior to joining RBS, he was a bond trader and structured finance repo trader at KBC Financial Products, ABN Amro Hoare Govett Limited and Hambros Bank Limited. He has a PhD from Birkbeck, University of London and an MBA from Henley Business School. Moorad lives in Surrey, England.

Détails de l'édition

• Éditeur: Butterworth-Heinemann Ltd
• Date d'édition: 2003
• Langue: anglais
• ISBN 10: 0750660783
• ISBN 13: 9780750660785
• Reliure: Broché
• Nombre de pages: 1152
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible