• Bond and Money Markets: Strategy, Trading, Analysis (Hardback) 9780750646772
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Bond and Money Markets: Strategy, Trading, Analysis

Moorad Choudhry (Author)

9780750646772, Elsevier Science

Hardback, published 3 May 2001

1168 pages, Approx. 400 illustrations
24.6 x 18.7 x 5.3 cm, 2.75 kg

"Moorad is a master of his subject. He is a rare financial markets author, in being both highly readable and yet still informative to practitioners... The reader will come to treat this book as his bible." --David Wileman, CEO, King & Shaxson Bond Brokers Limited, Old Mutual plc.

"Choudhry has managed to combine the clarity of explanation vital to students of the subject with sufficient content and detail to ensure that even the experienced practitioner will find this book an invaluable asset." --Martin Barber, Partner, Financial Services, KPMG Consulting

"A fantastic achievement and set to become the premier reference on global debt capital markets...a superlative and enthusiastic contribution to the financial economics literature." --Daniel Shakhani, Global Credit Strategy, Goldman Sachs International

"The book 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." --Securities & Investment Review, July-Aug 2001

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.

Introduction to bondsGovernment bond marketsCorporate debt marketsThe money marketsRisk managementDerivative instrumentsTrading and hedgingAdvanced fixed income analyticsPortfolio managementTechnical analysisIntroduction to credit derivativesEmerging markets

Subject Areas: Investment & securities [KFFM], Banking [KFFK]
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