Bond and Money Markets: Strategy, Trading, Analysis (Securities Institution Professional Reference Series)

Bond and Money Markets: Strategy, Trading, Analysis (Securities Institution Professional Reference Series)
Moorad Choudhry | 2001-05-29 00:00:00 | Butterworth-Heinemann | 1168 | Finance
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

Reviews
Have read first 10 chapters to repeat basics of bond math, so the book is good in its breadth, what it lacks is section with solutions to end chapter excersices! it would be perfect with those solutions!
Reviews
Explains basics-intermediate knowledge of bond markets. Eveen goes into basic understainding of fixed income trading strategy, if you want to work on a desk, in research,or are taking a fin-markets course, you will find this useful through your entire career.
Reviews
This is the benchmark book on bonds and fixed income, it is very comprehensive and very reader-friendly. What I like about it is it covers everything. If I did not have this one book I would need 5 or 6 others instead. It covers bonds,pricing, duration, risk management, swaps, futurers, options, yield curve modelling, fund management, charting, and a whole lot more.As one endorsment says on the back: an encylopedia on bonds written like a thriller! Very good buy.
Reviews
Anyone with an interest in debt capital markets will still be referring to this book many years after purchasing it.
Reviews
This is an enclopaedic reference work on bonds and money markets, but written like a thriller. Oustanding work, great value and highly recommended to banker or student.

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