- 1,152 pages
- English
- PDF
- Available on iOS & Android
About This Book
The Bond and Money Markets is an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students.Features comprehensive coverage of: * Government and Corporate bonds, Eurobonds, callable bonds, convertibles * Asset-backed bonds including mortgages and CDOs * Derivative instruments including futures, swaps, options, structured products* 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 and strategies, total return framework, constructing bond indices* A stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis * Includes introductory coverage of very specialised topics (for which one previously required several texts) such as VaR, Asset & liability management and credit derivatives * Combines accessible style with advanced level topics
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Table of contents
- Contents
- Foreword
- Preface
- Part I Introduction to the Bond Markets
- Part II Government Bond Markets
- Part III Corporate Debt Markets
- Part IV The Money Markets
- Part V Risk Management
- Part VI Derivative Instruments
- Part VII Approaches to Trading and Hedging
- Part VIII Advanced Fixed Income Analytics
- Part IX Portfolio Management
- Part X Technical Analysis
- Part XI Introduction to Credit Derivatives
- Part XII Emerging Bond Markets
- Concluding Remarks
- Glossary
- Index