Fixed Income Markets / Wiley Finance Editions (PDF)
Management, Trading and Hedging
(Sprache: Englisch)
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...
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...
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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.
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.
Autoren-Porträt von Moorad Choudhry, David Moskovic, Max Wong
MOORAD CHOUDHRY works in Group Treasury at The Royal Bankof Scotland, and is a Professor at the Department of Mathematical
Sciences, Brunel University. He was a UK government bond trader and
money markets trader with ABN Amro Hoare Govett Securities Ltd and
a sterling proprietary trader with Hambros Bank Limited. He later
traded structured finance bonds and repo at KBC Financial Products.
Moorad lives in Surrey, England.
DAVID MOSKOVIC is a hybrid derivatives trader at The
Royal Bank of Scotland. Prior to that he worked in market risk and
as a quantitative analyst. He qualified as a Chartered Accountant
at Ernst & Young before moving to RBS.
MAX WONG is Head of Risk Model Validation at The Royal
Bank of Scotland in Singapore. He was previously an index futures
trader on the open-outcry floor at SIMEX and a risk quant at
Standard Chartered. He is author of Bubble Value at Risk: A
Countercyclical Risk Management Approach.
Bibliographische Angaben
- Autoren: Moorad Choudhry , David Moskovic , Max Wong
- 2014, 2. Auflage, 704 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 1118171748
- ISBN-13: 9781118171745
- Erscheinungsdatum: 27.06.2014
Abhängig von Bildschirmgrösse und eingestellter Schriftgrösse kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Grösse: 43 MB
- Mit Kopierschutz
Sprache:
Englisch
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