An Introduction to Bond Markets

Moorad Choudhry - Collection The Securities & Investment Institute

432 pages, parution le 18/04/2006 (3^eme édition)

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Résumé

This book describes and defines bonds within the context of the capital markets and the different types of bonds that are traded. It includes a detailed look at the analytical techniques used in the market by traders and fund managers. This new edition will update the section on swaps and risk management, update all exercises and examples, add a new section on credit derivatives, add a section on structured finance securities & add a section on trading.

Contents also include: Bond yield Measurement, Interest Rate Risk, The UK gilt market and corporate debt markets, Risk Management, Off-balance sheet instruments, including swaps and options, and Overseas and emerging markets.

L'auteur - Moorad Choudhry

Dr Moorad Choudhry is Head of Treasury at KBC Financial Products in London. He is a Visiting Professor at the Department of Economics, London Metropolitan University, a Visiting Research Fellow at the ICMA Centre, University of Reading, a Senior Fellow at the Department of Mathematical Trading and Finance, Cass Business School, and a Fellow of the Securities and Investment Institute.

Sommaire

Introduction to bonds
The yield curve, and spot and forward yields
Bond instruments and interest-rate risk
Review of floating-rate note bond instruments
The money markets
The eurobond market
Convertible bonds, mtns and warrants
Credit ratings
Inflation-linked bonds
An introduction to securitised bonds
Introduction to derivative instruments
Introduction to credit derivatives
Approaches to government bond trading and yield analysis
Risk management

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Moorad Choudhry
Collection	The Securities & Investment Institute
Parution	18/04/2006
Édition	3^eme édition
Nb. de pages	432
Format	15 x 23
Couverture	Broché
Poids	620g
Intérieur	Noir et Blanc
EAN13	9780470017586
ISBN13	978-0-470-01758-6