Bond and Money Markets: Strategy, Trading, Analysis (Paperback) (ISBN-13: 9780750660785)

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

Author: Moorad Choudhry
ISBN-10: 0750660783
ISBN-13: 9780750660785
Publisher: Butterworth-Heinemann
Language: English
Published: 08/01/2003
Pages: 1152
Format: Paperback
Weight: 5.52lbs
Size: 9.40h x 7.14w x 2.18d