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Choudhry, Moorad

Fixed Income Markets: Management, Trading and Hedging

Choudhry, Moorad - Fixed Income Markets: Management, Trading and Hedging, ebook

119,05€

Ebook, PDF with Adobe DRM
ISBN: 9781118171745
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Printing192 pages with an additional page accrued every 4 hours, capped at 192 pages
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A comprehensive, in-depth look at global debt capital markets in the post-crisis world

Fully updated with comprehensive coverage of the post-crisis debt markets and their impact on key industry issues, Fixed Income Markets: Management, Trading, and Hedging, Second Edition offers insights into derivative pricing, cross-currency hedging, and new liquidity legislation. Written by Choudhry, Moskovic, and Wong, Fixed Income Markets is an indispensable read for anyone working in bond markets, interest-rate markets, and credit derivatives markets looking to better understand today's debt markets.

This acclaimed book 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. New topics include:

  • Dynamic hedging practices and cross-currency hedging
  • Collateralized and uncollateralized derivatives, and their impact on valuation
  • Callable bonds, pricing, trading, and regulatory aspects related to liquidity
  • Rebalancing as a method for capturing contingencies and other complex imbedded risks

As a bonus, the book includes reference information for statistical concepts and fixed income pricing, as well as a full glossary and index. Written in Choudhry's usual accessible style, Fixed Income Markets is a comprehensive and in-depth account of the global debt capital markets in today's post-crisis world.

Keywords: Trading, Fixed Income Markets: Management, Trading, and Hedging, 2nd Edition, Moorad Choudhry, David Moskovic, Max Wong, global debt capital markets, fixed income pricing, post-crisis debt markets, derivative pricing, cross-currency hedging, liquidity legislation, hedging, derivatives, bonds, rebalancing, dynamic hedging practices, collateralized derivatives, uncollateralized derivatives, callable bonds, global banking, finance, global finance, risk model validation, hybrid derivatives, derivative pricing, cross-currency hedging

Author(s)
 
 
Publisher
John Wiley and Sons, Inc.
Publication year
2014
Language
en
Edition
2
Page amount
640 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9781118171745
Printed ISBN
9781118171721

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