Choudhry, Moorad. creator text bibliography Electronic books. Electronic books. si 2014 Second edition. monographic eng

electronic resource

1 online resource. "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. Moorad Choudhry, David Moskovic, Max Wong ; with contributions from Zhuoshi Liu and Alexandru Voicu. 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. Fixed-income securities BUSINESS & ECONOMICS Investments & Securities Fixed-income securities HG4650 332.63/2044 BUS036000 Choudhry, Moorad. Singapore : John Wiley & Sons, [2014] Second edition. (DLC) 2014007537 9781118638330 1118638336 9781118171745 1118171748 9781118171752 1118171756 2014010327 CL0500000478 Safari Books Online 05E0B23F-AFC0-4DA1-A138-F2DE807BF248 OverDrive, Inc. http://onlinelibrary.wiley.com/book/10.1002/9781118638330 http://onlinelibrary.wiley.com/book/10.1002/9781118638330 DLC 140313 20171030093723.0 ocn881386655 eng