IDEAS home Printed from https://ideas.repec.org/b/eee/monogr/9780750646772.html
   My bibliography  Save this book

Bond and Money Markets: Strategy, Trading, Analysis

Author

Listed:
  • Choudhry, Moorad

    (Chief Executive Officer, Habib Bank Zurich PLC and Visiting Professor at the Department of Mathematical Sciences, Brunel University.)

Abstract

The Bond and Money Markets: Strategy, Trading, Analysis explains and analyses all aspects of the bond and money markets and is both an introduction for newcomers and an advanced text for experienced market practitioners and graduate students. Those with experience of the industry at all levels will find the book invaluable as a standard reference work. The book features coverage of: * Government and Corporate bonds, Eurobonds, callable bonds, convertibles * Asset-backed bonds including mortgages and CDOs * Derivative instruments including bond futures, swaps, options, structured products, and option valuation models * 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, including total return framework, portfolio strategies, and constructing bond indices and valuable insight into: * Trading and hedging strategy * Charting and technical analysis * The latest market developments, such as value-at-risk, and credit derivatives * Emerging markets and the benefits of international investment The Bond and Money Markets: Strategy, Trading, Analysis is aimed at a wide readership including bond salespersons, traders, corporate financiers and graduate trainees, as well as risk managers, operations professionals and business analysts. Other market participants including fund managers, corporate treasurers, management consultants, regulators and financial journalists will also find the content useful. This book is virtually a stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis Includes some introductory coverage of very specialised topics (for which one requires specialised texts) such as VaR, Asset & liability management, credit derivatives Combines accessible style with advanced level topics, plus review of latest research

Suggested Citation

  • Choudhry, Moorad, 2001. "Bond and Money Markets: Strategy, Trading, Analysis," Elsevier Monographs, Elsevier, edition 1, number 9780750646772.
    • Handle: RePEc:eee:monogr:9780750646772
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/book/9780750646772
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Vahagn Melik-Parsadanyan, 2016. "The Arithmetics of Par, Spot and Forward Curves," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(12), pages 183-186, December.
    2. Ganchev, Alexander, 2009. "Modeling the yield curve of spot interest rates under the conditions in Bulgaria," MPRA Paper 70048, University Library of Munich, Germany.
    3. Zainuddin Saenong & Abd Azis Muthalib & Pasrun Adam & Wali Aya Rumbia & Heppi Millia & La Ode Saidi, 2020. "Symmetric and Asymmetric Effect of Crude Oil Prices and Exchange Rate on Bond Yields in Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 10(2), pages 95-100.
    4. Avdjiev, Stefan & Binder, Stephan & Sousa, Ricardo, 2021. "External debt composition and domestic credit cycles," Journal of International Money and Finance, Elsevier, vol. 115(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:monogr:9780750646772. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: http://www.sciencedirect.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.