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Fixed income markets : management, trading and hedging / / Moorad Choudhry, David Moskovic, Max Wong ; with contributions from Suleman Baig [and three others]
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
Opac: Controlla la disponibilità qui
Fixed income securities : tools for today's markets. / / Bruce Tuckman, Angel Serrat
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
Opac: Controlla la disponibilità qui
Fixed-income securities and derivatives handbook / / Moorad Choudhry
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
Opac: Controlla la disponibilità qui
Fixed-income securities and derivatives handbook / / Moorad Choudhry
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
Opac: Controlla la disponibilità qui
A framework for developing secondary markets for government securities / / Zsófia Árvai and Geoffrey Heenan ; authorized for distribution by Peter Stella
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
Opac: Controlla la disponibilità qui
A Framework for Developing Secondary Markets for Government Securities
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
Opac: Controlla la disponibilità qui
A Framework for Developing Secondary Markets for Government Securities
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
Opac: Controlla la disponibilità qui
The handbook of European fixed income securities [[electronic resource] /] / Frank J. Fabozzi, Moorad Choudhry, editors
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
Opac: Controlla la disponibilità qui
The handbook of European fixed income securities [[electronic resource] /] / Frank J. Fabozzi, Moorad Choudhry, editors
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
Opac: Controlla la disponibilità qui
The handbook of European fixed income securities [[electronic resource] /] / Frank J. Fabozzi, Moorad Choudhry, editors
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
Opac: Controlla la disponibilità qui