Fixed income markets : management, trading and hedging / Moorad Choudhry, David Moskovic, Max Wong ; with contributions from Zhuoshi Liu and Alexandru Voicu
- Bib ID:
- 6767051
- Format:
- Book
- Author:
- Choudhry, Moorad
- Online Access:
- http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=806409
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- Edition:
- Second edition.
- Description:
-
- Singapore : John Wiley & Sons, [2014]
- 1 online resource ( xix, 684 pages.) :
- ISBN:
-
- 9781118638330 ((electronic bk.))
- 1118638336 ((electronic bk.))
- 9781118171745 ((electronic bk.))
- 1118171748 ((electronic bk.))
- 9781118171752 ((electronic bk.))
- 1118171756 ((electronic bk.))
- Invalid ISBN:
-
- 9781118171721 ((hardback))
- 1118171721
- Series:
- Wiley finance series.
- Notes:
-
- Includes index.
- 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.
- Includes bibliographical references and index.
- Print version record and CIP data provided by publisher.
- Reproduction:
- Electronic reproduction. Ipswich, MA Available via World Wide Web.
- Subject:
- Fixed-income securities
- Other authors/contributors:
- EBSCOhost
- Available From:
-
- Safari Books Online
- OverDrive, Inc.
- Copyright:
-
In Copyright
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Copyright status was determined using the following information:
- Material type:
- Literary Dramatic Musical
- Published status:
- Published
- Publication date:
- 2014
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