Bond and Money Markets: Strategy, Trading, Analysis

ISBN: 9780750646772 出版年：2001 页码：1,152 Choudhry, Moorad Butterworth-Heinemann_RM

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, convertiblesAsset-backed bonds including mortgages and CDOsDerivative instruments including bond futures, swaps, options, structured products, and option valuation modelsInterest-rate risk, duration analysis, convexity, and the convexity biasThe money markets, repo markets, basis trading, and asset / liability managementTerm 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 strategyCharting and technical analysisThe latest market developments, such as value-at-risk, and credit derivativesEmerging 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.