Bond and Money Markets: Strategy, Trading, Analysis (Paperback)
  • Bond and Money Markets: Strategy, Trading, Analysis (Paperback)

Bond and Money Markets: Strategy, Trading, Analysis (Paperback)

Paperback Published: 04/07/2003
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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. It 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; and, portfolio management and strategies, total return framework, constructing bond indices. It is a stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis. It includes introductory coverage of very specialised topics (for which one previously required several texts) such as VaR, Asset and liability management and credit derivatives. It combines accessible style with advanced level topics.

Publisher: Elsevier Science & Technology
ISBN: 9780750660785

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