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BOND AND MONEY MARKETS: STRATEGY, TRADING, ANALYSIS
By
Moorad Choudhry, Head of Treasury, KBC Financial Products (UK) Limited
Hardbound, 1168 pages, publication date: MAY-2001
ISBN-13: 978-0-7506-4677-2
ISBN-10: 0-7506-4677-2
Imprint: BUTTERWORTH HEINEMANN
Description
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.
Audience
Professionals in Financial Services including Investment Bankers, Traders, Structured Financiers, Research Analysts, Fund Managers, Corporate Treasurers. As a reference book for students studying for Business and Finance related postgraduate degrees;
Contents
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; Yield curve modelling I; Yield curve modelling II; Estimating and fitting the yield curve; I-L bonds analysis; Pricing long-dated bonds; Portfolio management - International investing; Constructing bond indices; Technical analysis - Technical analysis; Introduction to credit derivatives - Credit derivatives; Emerging markets - Brady bonds; International investing; Concluding remarks.
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