Fixed income markets: management, trading, hedging

by Choudhry, Moorad

Type Book

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Title Statements

Full title :Fixed income markets : management, trading, hedging / Moorad Choudhry, David Moskovic, Max Wong.

Edition Statements

Publication Date:2014
Edition:Second edition

Publication Statements

Publisher(s):John Wiley & Sons
Place of Publication:Hoboken
Language:eng
Publication Date:2014

Notes

Includes index.

The Physical Object

Description:xix, 684 pages : : illustrations ; : 26 cm.

Edition Identifiers

ISBN:9781118171721, 1118171721
oclc:ocn895735288
LC Classification:HG4650
Dewey Decimal:332.632044

Foreword -- Preface -- About the Authors -- PART ONE: INTRODUCTION TO BONDS -- Chapter 1. The bond instrument -- Chapter 2. Bond instruments and Interest-rate risk -- Chapter 3. Bond Pricing, spot and forward rates -- Chapter 4. Interest rate modelling -- Chapter 5. Fitting the yield curve -- PART TWO: SELECTED MARKET INSTRUMENTS -- Chapter 6. The Money markets -- Chapter 7. Hybrid securities and structured securities -- Chapter 8. Bonds with embedded options and option-adjusted spread analysis -- Chapter 9. Inflation-Indexed bonds and derivatives -- Chapter 10. Introduction to Securitisation and Asset-Backed Securities -- PART THREE: DERIVATIVE INSTRUMENTS -- Chapter 11. Forwards and futures valuation -- Chapter 12. Bond futures contracts -- Chapter 13. Swaps -- Chapter 14. Credit derivatives I: Instruments and applications -- Chapter 15. Credit derivatives II: Pricing, valuation, and the basis -- Chapter 16. Options I -- Chapter 17. Options II -- PART FOUR: BOND TRADING AND HEDGING -- Chapter 18. Value-at-risk and Credit VaR -- Chapter 19. Government bond analysis, the yield curve and relative-value trading -- Chapter 20. Approaches to trading and hedging -- Chapter 21. Derivati…