Bond and Money Markets

Strategy, Trading, Analysis

von Moorad Choudhry

1152 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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

• Themen: Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management Finanz- und Rechnungswesen Finanzenwesen und Finanzindustrie Anlagen und Wertpapiere
• ISBN: 9780750660785
• Sprache: Englisch
• Erscheinungsdatum: 01.08.2003
• Größe: 249 x 195 mm
• Verlag: Elsevier Science