Fixed Income Securities and Derivatives Handbook: Analysis and Valuation: 95 (Bloomberg Financial) - Hardcover

Choudhry, Moorad

Hardcover

ISBN 10: 1576603342 ISBN 13: 9781576603345

Verlag: Bloomberg Press, 2010

Inhaltsangabe

fixed-income securities and derivatives handbook is an updated and expanded, post-credit crunch guide to fixed-income instruments.

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Über die Autorin bzw. den Autor

moorad choudhry is head of treasury at kbc financial products and serves as a visiting professor in the department of economics at london metropolitan university. he had written extensively about the fixed-income market, most recently in his book the credit default swap basis (bloomberg press, 2006).

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The Second Edition of the Fixed-Income Securities and Derivatives Handbook offers a completely updated and revised look at an important area of today’s financial world. In addition to providing an accessible description of the main elements of the debt market—concentrating on the instruments used and their applications—this edition takes into account the effect of the recent financial crisis on fixed income securities and derivatives.

Divided into three comprehensive parts, this reliable resource opens with coverage of essential issues in this field, including bond mathematics, pricing and yield analytics, as well as a discussion of term structure models. Part Two, entitled “Cash and Derivative Instruments and Analysis,” offers an analysis of various debt market instruments including callable bonds and convertibles. It also covers securitization and the impact of the financial crisis on the market. Finally, in part three, “Selected Market Analysis and Trading Considerations,” the book discusses the practical uses of redemption yield and duration as well as relative value trading strategies based on the author’s personal experiences at a primary dealer’s desk.

As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered bonds, credit derivatives, convertible bonds, swaps, synthetic securitization, bond portfolio management, and much more. And by focusing on its illustrative case studies and real-world examples, you’ll quickly gain a firm understanding of the book’s key concepts.

Divided into three comprehensive parts, this reliable resource opens with coverage of essential issues in this field, including bond mathematics, pricing and yield analytics, as well as a discussion of term structure models. Part Two, entitled Cash and Derivative Instruments and Analysis, offers an analysis of various debt market instruments including callable bonds and convertibles. It also covers securitization and the impact of the financial crisis on the market. Finally, in part three, Selected Market Analysis and Trading Considerations, the book discusses the practical uses of redemption yield and duration as well as relative value trading strategies based on the authors personal experiences at a primary dealers desk.

As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered bonds, credit derivatives, convertible bonds, swaps, synthetic securitization, bond portfolio management, and much more. And by focusing on its illustrative case studies and real-world examples, youll quickly gain a firm understanding of the books key concepts.

Details zur Ausgabe

• Verlag: Bloomberg Press
• Erscheinungsdatum: 2010
• Sprache: Englisch
• ISBN 10: 1576603342
• ISBN 13: 9781576603345
• Einband: Tapa dura
• Auflage: 2
• Anzahl der Seiten: 496
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar