Fixed Income Markets: Management, Trading and Hedging by Choudhry, Moorad

Fixed Income Markets: Management, Trading and Hedging (Hardcover) (ISBN-13: 9781118171721)

Vendor: Moorad Choudhry
Product type: Books
Format: Hardcover
$126.00
$126.00
$126.00
Subtotal: $126.00
Fixed Income Markets: Management, Trading and Hedging by Choudhry, Moorad

Fixed Income Markets: Management, Trading and Hedging

$126.00
Fixed Income Markets: Management, Trading and Hedging by Choudhry, Moorad

Fixed Income Markets: Management, Trading and Hedging

$126.00
Format: Hardcover
Description
Description
x
A comprehensive, in-depth look at global debt capital markets in the post-crisis world

Fully updated with comprehensive coverage of the post-crisis debt markets and their impact on key industry issues, Fixed Income Markets: Management, Trading, and Hedging, Second Edition offers insights into derivative pricing, cross-currency hedging, and new liquidity legislation. Written by Choudhry, Moskovic, and Wong, Fixed Income Markets is an indispensable read for anyone working in bond markets, interest-rate markets, and credit derivatives markets looking to better understand today's debt markets.

This acclaimed book takes a unique look into the leading practices in bond markets as well as post-credit-crunch impacts on pricing that are rarely captured in textbooks. The new edition provides expanded coverage on a wide range of topics within hedging, derivatives, bonds, rebalancing, and global debt capital markets. New topics include:

  • Dynamic hedging practices and cross-currency hedging
  • Collateralized and uncollateralized derivatives, and their impact on valuation
  • Callable bonds, pricing, trading, and regulatory aspects related to liquidity
  • Rebalancing as a method for capturing contingencies and other complex imbedded risks

As a bonus, the book includes reference information for statistical concepts and fixed income pricing, as well as a full glossary and index. Written in Choudhry's usual accessible style, Fixed Income Markets is a comprehensive and in-depth account of the global debt capital markets in today's post-crisis world.



Author: Moorad Choudhry, David Moskovic, Max Wong
ISBN-10: 1118171721
ISBN-13: 9781118171721
Publisher: Wiley
Language: English
Published: 09/09/2014
Pages: 640
Format: Hardcover
Weight: 2.95lbs
Size: 10.00h x 7.30w x 1.50d
By Moorad Choudhry
By Moorad Choudhry
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MOORAD CHOUDHRY works in Group Treasury at The Royal Bank of Scotland, and is a Professor at the Department of Mathematical Sciences, Brunel University. He was a UK government bond trader and money markets trader with ABN Amro Hoare Govett Securities Ltd and a sterling proprietary trader with Hambros Bank Limited. He later traded structured finance bonds and repo at KBC Financial Products. Moorad lives in Surrey, England.

DAVID MOSKOVIC is a hybrid derivatives trader at The Royal Bank of Scotland. Prior to that he worked in market risk and as a quantitative analyst. He qualified as a Chartered Accountant at Ernst & Young before moving to RBS.

MAX WONG is Head of Risk Model Validation at The Royal Bank of Scotland in Singapore. He was previously an index futures trader on the open-outcry floor at SIMEX and a risk quant at Standard Chartered. He is author of Bubble Value at Risk: A Countercyclical Risk Management Approach.

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