04197cam a2200733 i 4500 ocn881386655 OCoLC 20171030093723.0 m o d cr ||||||||||| 140313s2014 si ob 001 0 eng 2014010327 9781118638330 (electronic bk.) 1118638336 (electronic bk.) 9781118171745 (electronic bk.) 1118171748 (electronic bk.) 9781118171752 (electronic bk.) 1118171756 (electronic bk.) 9781118171721 (hardback) 1118171721 CHBIS 010442132 CHNEW 000693593 CHNEW 000693597 CHVBK 334091640 DEBBG BV042739402 NZ1 15753452 NZ1 15906979 AU@ 000053996704 DEBBG BV042141836 AU@ 000058374013 (OCoLC)881386655 (OCoLC)891187222 CL0500000478 Safari Books Online 05E0B23F-AFC0-4DA1-A138-F2DE807BF248 OverDrive, Inc. http://www.overdrive.com DLC eng rda pn DLC YDX N$T MHW E7B CUI DG1 YDXCP OCLCF UMI COO TEFOD OCLCQ DG1 pcc MAIN HG4650 BUS 027000 bisacsh 332.63/2044 23 BUS036000 bisacsh Choudhry, Moorad. Fixed income markets : management, trading and hedging / Moorad Choudhry, David Moskovic, Max Wong ; with contributions from Zhuoshi Liu and Alexandru Voicu. [electronic resource] Second edition. Singapore : John Wiley & Sons, [2014] 1 online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier The Wiley finance series Includes index. Machine generated contents note: Foreword. Preface. Acknowledgments. About the Author. PART I: INTRODUCTION TO BONDS. Chapter 1. The bond instrument. Chapter 2. Interest-rate risk. Chapter 3. Pricing, spot and forward rates. Chapter 4. Interest rate modelling. Chapter 5. Yield curve fitting. PART II: ELECTED MARKET INSTRUMENTS. Chapter 6. Money markets. Chapter 7. Hybrid securities. Chapter 8. Analysis of callable bonds. Chapter 9. Index-linked bonds. Chapter 10. ABS and MBS intro. Chapter 11. CDOs. Chapter 12. Structured credit products. PART III: DERIVATIVE INSTRUMENTS. Chapter 13. Forwards and futures pricing. Chapter 14. Bond futures. Chapter 15. Swaps. Chapter 16. SwapNote. Chapter 17. Credit derivatives I. Chapter 18. Credit derivatives II. Chapter 19. Options I. Chapter 20. Options II. PART IV: BOND TRADING AND HEDGING. Chapter 21. Value-at-risk and Credit VaR. Chapter 22. Government bond analysis, the yield curve and relative-value trading. Chapter 23. Approaches to trading and hedging. Appendix A: Statistical concepts. Appendix B: Basic tools. Appendix C: Introduction to the mathematics of fixed income pricing. Glossary. Index. Includes bibliographical references and index. "Takes a unique look into the leading practices in bond markets as well as post-credit-crunch impacts on pricing that are rarely captured in textbooks. The new edition provides expanded coverage on a wide range of topics within hedging, derivatives, bonds, rebalancing, and global debt capital markets."--Provided by publisher. Print version record and CIP data provided by publisher. Fixed-income securities. BUSINESS & ECONOMICS Investments & Securities. bisacsh Fixed-income securities. fast (OCoLC)fst00926888 Electronic books. Electronic books. Print version: Choudhry, Moorad. Fixed income markets. Second edition. Singapore : John Wiley & Sons, [2014] 9781118171721 (DLC) 2014007537 Wiley finance series. http://onlinelibrary.wiley.com/book/10.1002/9781118638330 Wiley Online Library ddc BK 207507 207507