Book description
The bond markets are a vital part of the world economy. The fourth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Bond Markets brings readers up to date with latest developments and market practice, including the impact of the financial crisis and issues of relevance for investors. This book offers a detailed yet accessible look at bond instruments, and is aimed specifically at newcomers to the market or those unfamiliar with modern fixed income products. The author capitalises on his wealth of experience in the fixed income markets to present this concise yet in-depth coverage of bonds and associated derivatives.
Topics covered include:
Bond pricing and yield
Duration and convexity
Eurobonds and convertible bonds
Structured finance securities
Interest-rate derivatives
Credit derivatives
Relative value trading
Related topics such as the money markets and principles of risk management are also introduced as necessary background for students and practitioners. The book is essential reading for all those who require an introduction to the financial markets.
Table of contents
- The Chartered Institute for Securities & Investment
- Title Page
- Copyright Page
- Dedication
- Foreword
- PREFACE
- PREFACE TO THE FIRST EDITION
- ABOUT THE AUTHOR
- Epigraph
- Chapter 1 - INTRODUCTION TO BONDS
- Chapter 2 - THE YIELD CURVE, SPOT AND FORWARD YIELDS
- Chapter 3 - BOND INSTRUMENTS AND INTEREST-RATE RISK
- Chapter 4 - FLOATING-RATE NOTES AND OTHER BOND INSTRUMENTS
- Chapter 5 - THE MONEY MARKETS
- Chapter 6 - THE EUROBOND MARKET
- Chapter 7 - CONVERTIBLE BONDS, MTNs AND WARRANTS
- Chapter 8 - CREDIT RATINGS
- Chapter 9 - INFLATION-LINKED BONDS
- Chapter 10 - AN INTRODUCTION TO ASSET-BACKED SECURITIES
- Chapter 11 - INTRODUCTION TO DERIVATIVE INSTRUMENTS
- Chapter 12 - INTRODUCTION TO CREDIT DERIVATIVES
- Chapter 13 - APPROACHES TO GOVERNMENT BOND TRADING AND YIELD ANALYSIS
- Chapter 14 - RISK MANAGEMENT AND VALUE-AT-RISK
- GLOSSARY
- ABBREVIATIONS
- INDEX
Product information
- Title: An Introduction to Bond Markets, Fourth Edition
- Author(s):
- Release date: October 2010
- Publisher(s): Wiley
- ISBN: 9780470687246
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