Fixed income markets : management, trading and hedging / / Moorad Choudhry, David Moskovic, Max Wong ; with contributions from Suleman Baig [and three others] |
Autore | Choudhry Moorad |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Singapore : , : Wiley, , 2014 |
Descrizione fisica | 1 online resource (707 p.) |
Disciplina | 332.632044 |
Collana | Wiley Finance Series |
Soggetto topico | Fixed-income securities |
ISBN |
1-118-63833-6
1-118-17175-6 1-118-17174-8 |
Classificazione | BUS036000 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Machine 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. . |
Record Nr. | UNINA-9910830662603321 |
Choudhry Moorad | ||
Singapore : , : Wiley, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Fixed income securities : tools for today's markets. / / Bruce Tuckman, Angel Serrat |
Autore | Tuckman Bruce |
Edizione | [Fourth edition.] |
Pubbl/distr/stampa | Wiley-Blackwell |
Descrizione fisica | 1 online resource (559 pages) |
Disciplina | 332.632044 |
Collana | Wiley Finance |
Soggetto topico | Fixed-income securities |
ISBN |
1-119-83560-7
1-119-83562-3 1-119-83559-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Prices, Discount Factors, and Arbitrage -- Swap, Spot, and Forward Rates -- Returns, Yields, Spreads, and P&L Attribution -- DV01, Duration, and Convexity -- Key-Rate-, Partial-, and Forward-Bucket '01s and Durations -- Regression Hedging and Principal Component Analysis -- Arbitrage Pricing with Term Structure Models -- Expectations, Risk Premium, Convexity, and the Shape of the Term Structure -- The Vasicek and Gauss Models -- Repurchase Agreements and Financing -- Note and Bond Futures -- Short-Term Rates and Their Derivatives -- Interest Rate Swaps -- Corporate Debt and Credit Default Swaps -- Mortgages and Mortgage-Backed Securities -- Fixed Income Options. |
Record Nr. | UNINA-9910677130803321 |
Tuckman Bruce | ||
Wiley-Blackwell | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Fixed-income securities and derivatives handbook / / Moorad Choudhry |
Autore | Choudhry Moorad |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Hoboken, New Jersey : , : Bloomberg Press, , 2010 |
Descrizione fisica | 1 online resource (501 p.) |
Disciplina | 332.632044 |
Collana | Bloomberg Financial |
Soggetto topico |
Fixed-income securities
Derivative securities Investment analysis |
ISBN |
1-282-68534-1
9786612685347 0-470-87907-6 1-118-53197-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | pt. 1. Introduction to bonds -- pt. 2. Selected cash and derivative instruments -- pt. 3. Selected market trading considerations. |
Record Nr. | UNINA-9910265223303321 |
Choudhry Moorad | ||
Hoboken, New Jersey : , : Bloomberg Press, , 2010 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Fixed-income securities and derivatives handbook / / Moorad Choudhry |
Autore | Choudhry Moorad |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Hoboken, New Jersey : , : Bloomberg Press, , 2010 |
Descrizione fisica | 1 online resource (501 p.) |
Disciplina | 332.632044 |
Collana | Bloomberg Financial |
Soggetto topico |
Fixed-income securities
Derivative securities Investment analysis |
ISBN |
1-282-68534-1
9786612685347 0-470-87907-6 1-118-53197-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | pt. 1. Introduction to bonds -- pt. 2. Selected cash and derivative instruments -- pt. 3. Selected market trading considerations. |
Record Nr. | UNISA-996253042303316 |
Choudhry Moorad | ||
Hoboken, New Jersey : , : Bloomberg Press, , 2010 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
A framework for developing secondary markets for government securities / / Zsófia Árvai and Geoffrey Heenan ; authorized for distribution by Peter Stella |
Autore | Árvai Zsófia |
Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (57 p.) |
Disciplina | 332.632044 |
Altri autori (Persone) |
HeenanGeoffrey
StellaPeter |
Collana | IMF working paper |
Soggetto topico |
Government securities
Secondary markets |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-2149-6
1-4527-9852-4 9786612841255 1-282-84125-4 1-4518-7032-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Lessons Arising from Country Experiences; III. Benefits of Deep and Liquid Secondary Government Securities Markets; A. Government Financing; B. Monetary Policy; C. Financial Market Development and Resiliency; IV. Impediments to Secondary Market Development; A. Macroeconomic Environment; B. Legal and Regulatory Framework; C. Market Infrastructure; D. Debt Management; E. Investor Base; F. Monetary Operations Framework; V. Sequencing of Secondary Market Development
A. Stylized Description of the Market and Sequencing of Measures to Develop the Government Debt MarketBoxes; 1. The Central Bank's Role in Developing Secondary Markets; 2. Country Examples of Major Shortcomings in Stage I; B. Stage II-Deepening of Markets; 3. Primary Dealer Systems; C. Stage III-Maturing Markets; D. Summary of Secondary Market Development Action Plans; Appendixes; Country Case Studies on Developing Secondary Markets; Tables; 1. Hungary: Main Macroeconomic Indicators; Figures; 1. Composition of Domestic Debt; 2. Hungary: Breakdown of Treasury Bond Holding by Investor Groups 3. Hungary: Breakdown of Treasury Bill Holding by Investor Groups2. Hungary: Nonresidents' Holdings of Government Securities at End-Year; 4. Hungary: Breakdown of Secondary Market Turnover of Treasury Bonds and Bills; 5. India: Government Securities Secondary Market Turnover, FY95-FY07; 6. India: Ownership of Government-Dated Securities, FY1992 and FY2002; 3. Mexico: Main Macroeconomic Indicators; 7. Mexico: Composition of Domestic Public Sector Debt; Reference |
Record Nr. | UNINA-9910463592403321 |
Árvai Zsófia | ||
[Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
A Framework for Developing Secondary Markets for Government Securities |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (57 p.) |
Disciplina | 332.632044 |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Government securities
Secondary markets Finance: General Investments: General Public Finance General Financial Markets: General (includes Measurement and Data) Debt Debt Management Sovereign Debt Investment & securities Finance Public finance & taxation Securities markets Securities Government debt management Public debt Capital market Debts, Public Financial instruments |
ISBN |
1-4623-2149-6
1-4527-9852-4 9786612841255 1-282-84125-4 1-4518-7032-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Lessons Arising from Country Experiences; III. Benefits of Deep and Liquid Secondary Government Securities Markets; A. Government Financing; B. Monetary Policy; C. Financial Market Development and Resiliency; IV. Impediments to Secondary Market Development; A. Macroeconomic Environment; B. Legal and Regulatory Framework; C. Market Infrastructure; D. Debt Management; E. Investor Base; F. Monetary Operations Framework; V. Sequencing of Secondary Market Development
A. Stylized Description of the Market and Sequencing of Measures to Develop the Government Debt MarketBoxes; 1. The Central Bank's Role in Developing Secondary Markets; 2. Country Examples of Major Shortcomings in Stage I; B. Stage II-Deepening of Markets; 3. Primary Dealer Systems; C. Stage III-Maturing Markets; D. Summary of Secondary Market Development Action Plans; Appendixes; Country Case Studies on Developing Secondary Markets; Tables; 1. Hungary: Main Macroeconomic Indicators; Figures; 1. Composition of Domestic Debt; 2. Hungary: Breakdown of Treasury Bond Holding by Investor Groups 3. Hungary: Breakdown of Treasury Bill Holding by Investor Groups2. Hungary: Nonresidents' Holdings of Government Securities at End-Year; 4. Hungary: Breakdown of Secondary Market Turnover of Treasury Bonds and Bills; 5. India: Government Securities Secondary Market Turnover, FY95-FY07; 6. India: Ownership of Government-Dated Securities, FY1992 and FY2002; 3. Mexico: Main Macroeconomic Indicators; 7. Mexico: Composition of Domestic Public Sector Debt; Reference |
Record Nr. | UNINA-9910788234103321 |
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
A Framework for Developing Secondary Markets for Government Securities |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (57 p.) |
Disciplina | 332.632044 |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Government securities
Secondary markets Finance: General Investments: General Public Finance General Financial Markets: General (includes Measurement and Data) Debt Debt Management Sovereign Debt Investment & securities Finance Public finance & taxation Securities markets Securities Government debt management Public debt Capital market Debts, Public Financial instruments |
ISBN |
1-4623-2149-6
1-4527-9852-4 9786612841255 1-282-84125-4 1-4518-7032-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Lessons Arising from Country Experiences; III. Benefits of Deep and Liquid Secondary Government Securities Markets; A. Government Financing; B. Monetary Policy; C. Financial Market Development and Resiliency; IV. Impediments to Secondary Market Development; A. Macroeconomic Environment; B. Legal and Regulatory Framework; C. Market Infrastructure; D. Debt Management; E. Investor Base; F. Monetary Operations Framework; V. Sequencing of Secondary Market Development
A. Stylized Description of the Market and Sequencing of Measures to Develop the Government Debt MarketBoxes; 1. The Central Bank's Role in Developing Secondary Markets; 2. Country Examples of Major Shortcomings in Stage I; B. Stage II-Deepening of Markets; 3. Primary Dealer Systems; C. Stage III-Maturing Markets; D. Summary of Secondary Market Development Action Plans; Appendixes; Country Case Studies on Developing Secondary Markets; Tables; 1. Hungary: Main Macroeconomic Indicators; Figures; 1. Composition of Domestic Debt; 2. Hungary: Breakdown of Treasury Bond Holding by Investor Groups 3. Hungary: Breakdown of Treasury Bill Holding by Investor Groups2. Hungary: Nonresidents' Holdings of Government Securities at End-Year; 4. Hungary: Breakdown of Secondary Market Turnover of Treasury Bonds and Bills; 5. India: Government Securities Secondary Market Turnover, FY95-FY07; 6. India: Ownership of Government-Dated Securities, FY1992 and FY2002; 3. Mexico: Main Macroeconomic Indicators; 7. Mexico: Composition of Domestic Public Sector Debt; Reference |
Record Nr. | UNINA-9910813692303321 |
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The handbook of European fixed income securities [[electronic resource] /] / Frank J. Fabozzi, Moorad Choudhry, editors |
Pubbl/distr/stampa | Hoboken, N.J., : J. Wiley, c2004 |
Descrizione fisica | 1 online resource (1026 p.) |
Disciplina | 332.632044 |
Altri autori (Persone) |
FabozziFrank J
ChoudhryMoorad |
Collana | The Frank J. Fabozzi series |
Soggetto topico | Fixed-income securities - Europe |
Soggetto genere / forma | Electronic books. |
ISBN |
1-280-36813-6
9786610368136 0-471-64951-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
The Handbook of European Fixed Income Securities; Contents; PREFACE; ABOUT THE EDITORS; CONTRIBUTING AUTHORS; SECTION ONE Background; CHAPTER 1 Introduction to European Fixed Income Securities and Markets; CHAPTER 2 Bondholder Value versus Shareholder Value; CHAPTER 3 Bond Pricing and Yield Measures; CHAPTER 4 Measuring Interest Rate Risk; SECTION TWO Products; CHAPTER 5 The Euro Government Bond Market; CHAPTER 6 The Eurobond Market; CHAPTER 7 The German Pfandbrief and European Covered Bonds Market; CHAPTER 8 European Inflation-Linked Bonds; CHAPTER 9 The United Kingdom Gilts Market
CHAPTER 10 The European Repo Market CHAPTER 11 European Residential Mortgage-Backed Securities; CHAPTER 12 European Commercial Mortgage-Backed Securities; CHAPTER 13 European Credit Card ABS; CHAPTER 14 European Auto and Consumer Loan ABS; CHAPTER 15 Structured Credit: Cash Flow and Synthetic CDOs; SECTION THREE Interest Rate and Credit Derivatives; CHAPTER 16 European Interest Rate Futures: Instruments and Applications; CHAPTER 17 Interest Rate Options; CHAPTER 18 Pricing Options on Interest Rate Instruments; CHAPTER 19 Interest Rate Swaps CHAPTER 20 A Practical Guide to Swap Curve Construction CHAPTER 21 Credit Derivatives; CHAPTER 22 The Pricing of Credit Default Swaps and Synthetic Collateralized Debt Obligations; SECTION FOUR Portfolio Management; CHAPTER 23 Fixed Income Risk Modeling for Portfolio Managers; CHAPTER 24 An Empirical Analysis of the Domestic and Euro Yield Curve Dynamics; CHAPTER 25 Tracking Error; CHAPTER 26 Portfolio Strategies for Outperforming a Benchmark; CHAPTER 27 Credit in Bond Portfolios; CHAPTER 28 Default and Recovery Rates in the Emerging European High-Yield Market CHAPTER 29 Analysis and Evaluation of Corporate Bonds SECTION FIVE Legal Considerations; CHAPTER 30 Legal and Documentation Issues on Bonds Issuances; CHAPTER 31 Trust and Agency Services in the Debt Capital Markets; INDEX |
Record Nr. | UNINA-9910455894503321 |
Hoboken, N.J., : J. Wiley, c2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The handbook of European fixed income securities [[electronic resource] /] / Frank J. Fabozzi, Moorad Choudhry, editors |
Pubbl/distr/stampa | Hoboken, N.J., : J. Wiley, c2004 |
Descrizione fisica | 1 online resource (1026 p.) |
Disciplina | 332.632044 |
Altri autori (Persone) |
FabozziFrank J
ChoudhryMoorad |
Collana | The Frank J. Fabozzi series |
Soggetto topico | Fixed-income securities - Europe |
ISBN |
1-280-36813-6
9786610368136 0-471-64951-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
The Handbook of European Fixed Income Securities; Contents; PREFACE; ABOUT THE EDITORS; CONTRIBUTING AUTHORS; SECTION ONE Background; CHAPTER 1 Introduction to European Fixed Income Securities and Markets; CHAPTER 2 Bondholder Value versus Shareholder Value; CHAPTER 3 Bond Pricing and Yield Measures; CHAPTER 4 Measuring Interest Rate Risk; SECTION TWO Products; CHAPTER 5 The Euro Government Bond Market; CHAPTER 6 The Eurobond Market; CHAPTER 7 The German Pfandbrief and European Covered Bonds Market; CHAPTER 8 European Inflation-Linked Bonds; CHAPTER 9 The United Kingdom Gilts Market
CHAPTER 10 The European Repo Market CHAPTER 11 European Residential Mortgage-Backed Securities; CHAPTER 12 European Commercial Mortgage-Backed Securities; CHAPTER 13 European Credit Card ABS; CHAPTER 14 European Auto and Consumer Loan ABS; CHAPTER 15 Structured Credit: Cash Flow and Synthetic CDOs; SECTION THREE Interest Rate and Credit Derivatives; CHAPTER 16 European Interest Rate Futures: Instruments and Applications; CHAPTER 17 Interest Rate Options; CHAPTER 18 Pricing Options on Interest Rate Instruments; CHAPTER 19 Interest Rate Swaps CHAPTER 20 A Practical Guide to Swap Curve Construction CHAPTER 21 Credit Derivatives; CHAPTER 22 The Pricing of Credit Default Swaps and Synthetic Collateralized Debt Obligations; SECTION FOUR Portfolio Management; CHAPTER 23 Fixed Income Risk Modeling for Portfolio Managers; CHAPTER 24 An Empirical Analysis of the Domestic and Euro Yield Curve Dynamics; CHAPTER 25 Tracking Error; CHAPTER 26 Portfolio Strategies for Outperforming a Benchmark; CHAPTER 27 Credit in Bond Portfolios; CHAPTER 28 Default and Recovery Rates in the Emerging European High-Yield Market CHAPTER 29 Analysis and Evaluation of Corporate Bonds SECTION FIVE Legal Considerations; CHAPTER 30 Legal and Documentation Issues on Bonds Issuances; CHAPTER 31 Trust and Agency Services in the Debt Capital Markets; INDEX |
Record Nr. | UNINA-9910780381903321 |
Hoboken, N.J., : J. Wiley, c2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The handbook of European fixed income securities [[electronic resource] /] / Frank J. Fabozzi, Moorad Choudhry, editors |
Pubbl/distr/stampa | Hoboken, N.J., : J. Wiley, c2004 |
Descrizione fisica | 1 online resource (1026 p.) |
Disciplina | 332.632044 |
Altri autori (Persone) |
FabozziFrank J
ChoudhryMoorad |
Collana | The Frank J. Fabozzi series |
Soggetto topico | Fixed-income securities - Europe |
ISBN |
1-280-36813-6
9786610368136 0-471-64951-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
The Handbook of European Fixed Income Securities; Contents; PREFACE; ABOUT THE EDITORS; CONTRIBUTING AUTHORS; SECTION ONE Background; CHAPTER 1 Introduction to European Fixed Income Securities and Markets; CHAPTER 2 Bondholder Value versus Shareholder Value; CHAPTER 3 Bond Pricing and Yield Measures; CHAPTER 4 Measuring Interest Rate Risk; SECTION TWO Products; CHAPTER 5 The Euro Government Bond Market; CHAPTER 6 The Eurobond Market; CHAPTER 7 The German Pfandbrief and European Covered Bonds Market; CHAPTER 8 European Inflation-Linked Bonds; CHAPTER 9 The United Kingdom Gilts Market
CHAPTER 10 The European Repo Market CHAPTER 11 European Residential Mortgage-Backed Securities; CHAPTER 12 European Commercial Mortgage-Backed Securities; CHAPTER 13 European Credit Card ABS; CHAPTER 14 European Auto and Consumer Loan ABS; CHAPTER 15 Structured Credit: Cash Flow and Synthetic CDOs; SECTION THREE Interest Rate and Credit Derivatives; CHAPTER 16 European Interest Rate Futures: Instruments and Applications; CHAPTER 17 Interest Rate Options; CHAPTER 18 Pricing Options on Interest Rate Instruments; CHAPTER 19 Interest Rate Swaps CHAPTER 20 A Practical Guide to Swap Curve Construction CHAPTER 21 Credit Derivatives; CHAPTER 22 The Pricing of Credit Default Swaps and Synthetic Collateralized Debt Obligations; SECTION FOUR Portfolio Management; CHAPTER 23 Fixed Income Risk Modeling for Portfolio Managers; CHAPTER 24 An Empirical Analysis of the Domestic and Euro Yield Curve Dynamics; CHAPTER 25 Tracking Error; CHAPTER 26 Portfolio Strategies for Outperforming a Benchmark; CHAPTER 27 Credit in Bond Portfolios; CHAPTER 28 Default and Recovery Rates in the Emerging European High-Yield Market CHAPTER 29 Analysis and Evaluation of Corporate Bonds SECTION FIVE Legal Considerations; CHAPTER 30 Legal and Documentation Issues on Bonds Issuances; CHAPTER 31 Trust and Agency Services in the Debt Capital Markets; INDEX |
Record Nr. | UNINA-9910822191503321 |
Hoboken, N.J., : J. Wiley, c2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|