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Fixed-income securities and derivatives handbook / Moorad Choudhry.
- Format:
- Book
- Author/Creator:
- Choudhry, Moorad.
- Series:
- Bloomberg Financial
- Bloomberg Financial ; v.122
- Language:
- English
- Subjects (All):
- Fixed-income securities.
- Derivative securities.
- Physical Description:
- 1 online resource (501 p.)
- Edition:
- 2nd ed.
- Place of Publication:
- Hoboken, N.J. : Bloomberg Press, 2010.
- System Details:
- text file
- Summary:
- The definitive guide to fixed-come securities-revised to reflect today's dynamic financial environment 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. 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 and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory twists and the evolving derivatives market. Offers a more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations Covers bond mathematics, pricing and yield analytics, and term structure models Includes a new chapter on credit analysis and the different metrics used to measure bond-relative value Contains illustrative case studies and real-world examples of the topics touched upon throughout the book Written in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory within this important field.
- Contents:
- pt. 1. Introduction to bonds
- pt. 2. Selected cash and derivative instruments
- pt. 3. Selected market trading considerations.
- Notes:
- Description based upon print version of record.
- Includes bibliographical references (p. 451-462) and index.
- Description based on print version record.
- ISBN:
- 9786612685347
- 9781282685345
- 1282685341
- 9780470879078
- 0470879076
- 9781118531976
- 1118531973
- OCLC:
- 662605203
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