Research Catalog

Title

The bond and money markets : strategy, trading, analysis / Moorad Choudhry.

Author

Choudhry, Moorad.

Publication

Boston : Butterworth-Heinemann, 2001.

Items in the Library & Off-site

Holdings

Details

Description

xxviii, 1123 pages : illustrations; 26 cm

Subject

• Bonds

Bibliography (note)

• Includes bibliographical references and index.

Contents

• Pt. I. Introduction to the Bond Markets. Ch. 1. The Debt Capital Markets. Ch. 2. Financial Markets Arithmetic. Ch. 3. Traditional Bond Pricing. Ch. 4. Bond Yield Measurement. Ch. 5. Review of Bond Market Instruments. Ch. 6. The Yield Curve. Ch. 7. Price, Yield and Interest Rate Risk I. Ch. 8. Price, Yield and Interest Rate Risk II. Ch. 9. Price, Yield and Interest Rate Risk III. Ch. 10. Price, Yield and Interest Rate Risk IV -- Pt. II. Government Bond Markets. Ch. 11. The United Kingdom Gilt Market. Ch. 12. The US Treasury Bond Market. Ch. 13. International Bond Markets -- Pt. III. Corporate Debt Markets. Ch. 14. Corporate Debt Markets. Ch. 15. Analysis of Bonds With Embedded Options. Ch. 16. Convertible Bonds I. Ch. 17. Convertible Bonds II. Ch. 18. The Eurobond Market I. Ch. 19. Eurobonds II. Ch. 20. Warrants. Ch. 21. Medium-term Notes. Ch. 22. Commercial Paper. Ch. 23. Preference Shares and Preferred Stock. Ch. 24. The US Municipal Bond Market.
• Ch. 25. Asset-Backed Bonds I: Mortgage-backed Securities. Ch. 26. Mortgage-backed Bonds II. Ch. 27. Asset-backed Securities III. Ch. 28. Collateralised Debt Obligations. Ch. 29. High-yield Bonds. Ch. 30. Corporate Bonds and Credit Analysis -- Pt. IV. The Money Markets. Ch. 31. The Money Markets. Ch. 32. Banking Regulatory Capital Requirements. Ch. 33. Asset and Liability Management. Ch. 34. The Repo Markets. Ch. 35. Money Markets Derivatives -- Pt. V. Risk Management. Ch. 36. Risk Management. Ch. 37. Bank Risk Exposure and Value-at-Risk. Ch. 38. Interest-rate Risk and a Critique of Value-at-Risk -- Pt. VI. Derivative Instruments. Ch. 39. Swaps I. Ch. 40. Swaps II. Ch. 41. Bond Futures. Ch. 42. Options I. Ch. 43. The Dynamics of Asset Prices. Ch. 44. Options II: Pricing and Valuation. Ch. 45. Options III: The Binomial Pricing Model. Ch. 46. Options IV: Pricing Models for Bond Options. Ch. 47. Options V: Managing an Option Book.
• Ch. 48. Options VI: Strategies and Uses. Ch. 49. Options VII: Exotic Options -- Pt. VII. Approaches to Trading and Hedging. Ch. 50. Approaches to Trading and Hedging -- Pt. VIII. Advanced Fixed Income Analytics. Ch. 51. Interest-rate Models I. Ch. 52. Interest-rate Models II. Ch. 53. Estimating and Fitting the Term Structure. Ch. 54. Advanced Analytics for Index-Linked Bonds. Ch. 55. Analysing the Long Bond Yield. Ch. 56. The Default Risk of Corporate Bonds -- Pt. IX. Portfolio Management. Ch. 57. Portfolio Management I. Ch. 58. Portfolio Management II. Ch. 59. Portfolio Management III. Ch. 60. Portfolio Yield Measurement. Ch. 61. Bond Indices. Ch. 62. International Investment -- Pt. X. Technical Analysis. Ch. 63. Technical Analysis -- Pt. XI. Introduction to Credit Derivatives. Ch. 64. Introduction to Credit Derivatives. Ch. 65. Credit Derivatives II. Ch. 66. Credit Derivatives III: Instruments and Applications -- Pt. XII. Emerging Bond Markets.
• Ch. 67. Emerging Bond Markets and Brady Bonds. Ch. 68. Emerging Bond Markets II.

ISBN

0750646772

LCCN

2001029522

OCLC

• ocm46685476
• SCSB-4192215

Owning Institutions

Columbia University Libraries