Fixed-Income Securities and Derivatives Handbook

Moorad Choudhry

476 pages, parution le 05/08/2010 (2^eme édition)

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Résumé

The definitive guide to fixed-come securities-revised to reflect today's dynamic financial environment

The Second Edition of the Fixed-Income Securities and Derivatives Handbook offers a completely updated and revised look at an important area of today's financial world. In addition to providing an accessible description of the main elements of the debt market, concentrating on the instruments used and their applications, this edition takes into account the effect of the recent financial crisis on fixed income securities and derivatives.

As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory twists and the evolving derivatives market.

Offers a more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations
Covers bond mathematics, pricing and yield analytics, and term structure models
Includes a new chapter on credit analysis and the different metrics used to measure bond-relative value
Contains illustrative case studies and real-world examples of the topics touched upon throughout the book

Written in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory within this important field.

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 Bond Instrument
- Bond Instruments and Interest Rate Risk
- Bond Pricing and Spot and Forward Rates
- Interest Rate Modeling
- Fitting the Yield Curve
Selected cash and derivative instruments
- Forwards and Futures Valuation
- Swaps
- Options
- Measuring Option Risk
- Credit Derivatives
- The Analysis of Bonds with Embedded Options
- Option-Adjusted Spread Analysis
- Convertible Bonds
- Inflation-Indexed Bonds
- Securitization and Asset-Backed Securities
- Collateralized Debt Obligations
Selected market trading considerations.
- The Yield Curve, Bond Yield, and Spot Rates.
- Approaches to Trading
- Credit Analysis and Relative Value Measurement

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Bloomberg
Auteur(s)	Moorad Choudhry
Parution	05/08/2010
Édition	2^eme édition
Nb. de pages	476
Format	23 x 15,5
Couverture	Broché
Poids	726g
Intérieur	Noir et Blanc
EAN13	9781576603345
ISBN13	978-1-57660-334-5