The Bond and Money Markets: Strategy, Trading, Analysis explains
and analyses all aspects of the bond and money markets and is both
an introduction for newcomers and an advanced text for experienced
market practitioners and graduate students. Those with experience
of the industry at all levels will find the book invaluable as a
standard reference work.
The book features coverage of:
* Government and Corporate bonds, Eurobonds, callable bonds,
convertibles
* Asset-backed bonds including mortgages and CDOs
* Derivative instruments including bond futures, swaps, options,
structured products, and option valuation models
* 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, including total return framework, portfolio
strategies, and constructing bond indices
and valuable insight into:
* Trading and hedging strategy
* Charting and technical analysis
* The latest market developments, such as value-at-risk, and credit
derivatives
* Emerging markets and the benefits of international investment
The Bond and Money Markets: Strategy, Trading, Analysis is aimed at
a wide readership including bond salespersons, traders, corporate
financiers and graduate trainees, as well as risk managers,
operations professionals and business analysts. Other market
participants including fund managers, corporate treasurers,
management consultants, regulators and financial journalists will
also find the content useful.
This book is virtually a stand alone reference book on interest
rate swaps, the money markets, financial market mathematics,
interest-rate futures and technical analysis
Includes some introductory coverage of very specialised topics (for
which one requires specialised texts) such as VaR, Asset &
liability management, credit derivatives
Combines accessible style with advanced level topics, plus review
of latest research
General
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