Fixed income markets : management, trading, hedging
Moorad Choudhry; David Moskovic; Max Wong
| Year of publication: |
[2014] ; 2. ed.
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|---|---|
| Authors: | Choudhry, Moorad ; Moskovic, David ; Wong, Max |
| Publisher: |
Singapore : John Wiley & Sons |
| Subject: | Anleihe | Bond | Derivat | Derivative | Hedging | Rentenmarkt | Bond market | Betriebliche Finanzwirtschaft | Managerial finance | Festverzinsliches Wertpapier | Wertpapiermarkt |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XIX, 684 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | 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. . Erscheinungsjahr in Vorlageform:[2014] |
| ISBN: | 978-1-118-17172-1 ; 978-118-17174-5 ; 978-118-17175-2 ; 978118171745 ; 978118171752 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010408070