LEADER 03671nam 2200661 450 001 9910139135103321 005 20170821202441.0 010 $a1-118-63833-6 010 $a1-118-17175-6 010 $a1-118-17174-8 035 $a(CKB)2550000001322651 035 $a(EBL)1718275 035 $a(OCoLC)881887744 035 $a(SSID)ssj0001263831 035 $a(PQKBManifestationID)11748398 035 $a(PQKBTitleCode)TC0001263831 035 $a(PQKBWorkID)11221471 035 $a(PQKB)11206221 035 $a(OCoLC)881386655 035 $a(MiAaPQ)EBC1718275 035 $a(DLC) 2014010327 035 $a(CaSebORM)9781118171752 035 $a(PPN)183690877 035 $a(EXLCZ)992550000001322651 100 $a20140708h20142014 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aFixed income markets $emanagement, trading and hedging /$fMoorad Choudhry, David Moskovic, Max Wong ; with contributions from Suleman Baig [and three others] 205 $a2nd ed. 210 1$aSingapore :$cWiley,$d2014. 210 4$dİ2014 215 $a1 online resource (707 p.) 225 1 $aWiley Finance Series 300 $aIncludes index. 311 $a1-118-17172-1 311 $a1-306-90806-X 320 $aIncludes bibliographical references at the end of each chapters and index. 327 $aMachine generated contents note: Foreword. Preface. Acknowledgments. About the Author. PART I: INTRODUCTION TO BONDS. Chapter 1. The bond instrument. Chapter 2. Interest-rate risk. Chapter 3. Pricing, spot and forward rates. Chapter 4. Interest rate modelling. Chapter 5. Yield curve fitting. PART II: ELECTED MARKET INSTRUMENTS. Chapter 6. Money markets. Chapter 7. Hybrid securities. Chapter 8. Analysis of callable bonds. Chapter 9. Index-linked bonds. Chapter 10. ABS and MBS intro. Chapter 11. CDOs. Chapter 12. Structured credit products. PART III: DERIVATIVE INSTRUMENTS. Chapter 13. Forwards and futures pricing. Chapter 14. Bond futures. Chapter 15. Swaps. Chapter 16. SwapNote. Chapter 17. Credit derivatives I. Chapter 18. Credit derivatives II. Chapter 19. Options I. Chapter 20. Options II. PART IV: BOND TRADING AND HEDGING. Chapter 21. Value-at-risk and Credit VaR. Chapter 22. Government bond analysis, the yield curve and relative-value trading. Chapter 23. Approaches to trading and hedging. Appendix A: Statistical concepts. Appendix B: Basic tools. Appendix C: Introduction to the mathematics of fixed income pricing. Glossary. Index. . 330 $aA comprehensive, in-depth look at global debt capital markets in the post-crisis world Fully updated with comprehensive coverage of the post-crisis debt markets and their impact on key industry issues, Fixed Income Markets: Management, Trading, and Hedging, Second Edition offers insights into derivative pricing, cross-currency hedging, and new liquidity legislation. Written by Choudhry, Moskovic, and Wong, Fixed Income Markets is an indispensable read for anyone working in bond markets, interest-rate markets, and credit derivatives markets looking to better understand today''s debt markets. Th 410 0$aWiley finance series. 606 $aFixed-income securities 615 0$aFixed-income securities. 676 $a332.632044 686 $aBUS036000$2bisacsh 700 $aChoudhry$b Moorad$0151558 702 $aMoskovic$b David 702 $aHuang$b Zhijian 702 $aBaig$b Suleman 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910139135103321 996 $aFixed income markets$91911252 997 $aUNINA