Trading Books » Bonds Trading » Bond And Money Markets: Strategy, Trading, Analysis
Bond And Money Markets: Strategy, Trading, Analysis
Moorad Choudhry
Butterworth-Heinemann, 2003, Paperback, 1152 pages, ISBN 0750660783
The Bond and Money Markets is an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students.
Features comprehensive coverage of:
* Government and Corporate bonds, Eurobonds, callable bonds, convertibles
* Asset-backed bonds including mortgages and CDOs
* Derivative instruments including futures, swaps, options, structured products
* Interest-rate risk, duration analysis, convexity, and the convexity bias
* The money markets, repo markets, basis trading, and asset/liability management
* Term structure models, estimating and interpreting the yield curve
* Portfolio management and strategies,total return framework, constructing bond indices
* A stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis
* Includes introductory coverage of very specialised topics (for which one previously required several texts) such as VaR, Asset & liability management and credit derivatives
* Combines accessible style with advanced level topics (Amazon.com)
Related books:
- Frank J. Fabozzi. Bond Markets, Analysis, and Strategies (7th Edition).
- SIFMA. The Fundamentals of Municipal Bonds (Wiley Finance).
- Russell Wild. Bond Investing For Dummies.
- Galen Burghardt. The Treasury Bond Basis: An in-Depth Analysis for Hedgers, Speculators, and Arbitrageurs (McGraw-Hill Library of Investment and Finance).
- Irene M. Pepperberg. Alex & Me: How a Scientist and a Parrot Uncovered a Hidden World of Animal Intelligence--and Formed a Deep Bond in the Process.
- Stephen J. Antczak. Leveraged Finance: Concepts, Methods, and Trading of High-Yield Bonds, Loans, and Derivatives (Frank J. Fabozzi Series).
- Sylvan G. Feldstein. The Handbook of Municipal Bonds (Frank J. Fabozzi Series).
- The Bond Market Association. The Fundamentals of Municipal Bonds, 5th Edition.
- Timothy Middleton. The Bond King: Investment Secrets from PIMCO's Bill Gross.