Fixed income markets : management, trading and hedging /

"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 m...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Choudhry, Moorad
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Singapore : John Wiley & Sons, [2014]
Έκδοση:Second edition.
Σειρά:Wiley finance series.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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100 1 |a Choudhry, Moorad. 
245 1 0 |a Fixed income markets :  |b management, trading and hedging /  |c Moorad Choudhry, David Moskovic, Max Wong ; with contributions from Zhuoshi Liu and Alexandru Voicu. 
250 |a Second edition. 
264 1 |a Singapore :  |b John Wiley & Sons,  |c [2014] 
300 |a 1 online resource. 
336 |a text  |b txt  |2 rdacontent 
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490 1 |a The Wiley finance series 
500 |a Includes index. 
500 |a Machine generated contents note: Foreword. Preface. Acknowledgments. About the Author. PART I: INTRODUCTION TO BONDS. Chapter 1. The bond instrument. Chapter 2. Interest-rate risk. Chapter 3. Pricing, spot and forward rates. Chapter 4. Interest rate modelling. Chapter 5. Yield curve fitting. PART II: ELECTED MARKET INSTRUMENTS. Chapter 6. Money markets. Chapter 7. Hybrid securities. Chapter 8. Analysis of callable bonds. Chapter 9. Index-linked bonds. Chapter 10. ABS and MBS intro. Chapter 11. CDOs. Chapter 12. Structured credit products. PART III: DERIVATIVE INSTRUMENTS. Chapter 13. Forwards and futures pricing. Chapter 14. Bond futures. Chapter 15. Swaps. Chapter 16. SwapNote. Chapter 17. Credit derivatives I. Chapter 18. Credit derivatives II. Chapter 19. Options I. Chapter 20. Options II. PART IV: BOND TRADING AND HEDGING. Chapter 21. Value-at-risk and Credit VaR. Chapter 22. Government bond analysis, the yield curve and relative-value trading. Chapter 23. Approaches to trading and hedging. Appendix A: Statistical concepts. Appendix B: Basic tools. Appendix C: Introduction to the mathematics of fixed income pricing. Glossary. Index. 
588 0 |a Print version record and CIP data provided by publisher. 
504 |a Includes bibliographical references and index. 
520 |a "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."--Provided by publisher. 
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650 7 |a Fixed-income securities.  |2 fast  |0 (OCoLC)fst00926888 
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655 0 |a Electronic books. 
776 0 8 |i Print version:  |a Choudhry, Moorad.  |t Fixed income markets.  |b Second edition.  |d Singapore : John Wiley & Sons, [2014]  |z 9781118171721  |w (DLC) 2014007537 
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