The bond and money markets
strategy, trading, analysis
- ISBN: 9780750660785
- Editorial: Butterworth-Heinemann Ltd.
- Fecha de la edición: 2003
- Lugar de la edición: Oxford. Reino Unido
- Encuadernación: Rústica
- Medidas: 25 cm
- Nº Pág.: 1152
- Idiomas: Inglés
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. 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 Portfolio management and strategies,total return framework, constructing bond indices INDICE Foreword; Preface; Introduction to bonds - Intro to bonds; Financial market arithmetic; The pricing of bonds; Bond yields; Review of bond market instruments; The yield curve; Price, yield and interest rate risk I; Price, yield and interest rate risk II; Price, yield and interest rate III; Price, yield and interest rate IV; Government bond markets - The gilt market; The US treasury market; International bond markets; Corporate debt markets - Corporate bonds I; Callable bonds and OAS analysis; Convertible bond markets I; Convertible bond markets II; The Eurobond market I; The Eurobond market II; Warrants; MTNs; Commercial paper; Prefs; US Municipal; Asset backed bonds I; Mortgage backed bonds II; Asset backed bonds III; High-yield bonds; Credit analysis; The money markets - Money markets; Capital and regulatory requirements; Asset and liability management; Repo; Money market derivative; Risk management - Intro to risk; VaR; Fixed income modelling; Derivative instruments - Swaps I; Swaps II; Bond futures; Options I; Stochastic processes; Option pricing; The binomial model; Bond option models; The Greeks; Strategy and uses; Exotic options; Trading and hedging - Trading and hedging; Advanced fixed income analytics; Modelling;
