Moorad Choudhry, David Moskovic and Max Wong, "Fixed Income Markets: Management, Trading and Hedging, 2nd Edition"
English | ISBN: 1118171721 | 2014 | 704 pages | PDF | 29 MB
English | ISBN: 1118171721 | 2014 | 704 pages | PDF | 29 MB
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.