Bond and Money Markets: Strategy, Trading, Analysis - 9780750646772

Bond and Money Markets: Strategy, Trading, AnalysisAuthor(s): Moorad Choudhry\nFormat: Hardback\nPublisher: Elsevier Science & Technology, United Kingdom\nImprint: Butterworth-Heinemann Ltd\nISBN-13: 9780750646772, 978-0750646772\nSynopsis\nBond and Money Markets: Strategy, Trading, Analysis explains and analyses all aspects of the bond and money markets and is both an introduction for newcomers and an advanced text for experienced market practitioners and graduate students. Those with experience of the industry at all levels will find the book invaluable as a standard reference work. The book features coverage of:\nGovernment and Corporate bonds, Eurobonds, callable bonds, convertibles Asset-backed bonds including mortgages and CDOs Derivative instruments including bond futures, swaps, options, structured products, and option valuation models Interest-rate risk, duration analysis, convexity, and the convexity bias The money markets, repo markets, basis trading, and asset / liab.