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Bond and Money Markets: Strategy, Trading, Analysis, PDF eBook

Bond and Money Markets: Strategy, Trading, Analysis PDF

Part of the Securities Institution Professional Reference Series series

PDF

Please note: eBooks can only be purchased with a UK issued credit card and all our eBooks (ePub and PDF) are DRM protected.

Description

Bond 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:

  • Government 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 / liability management
  • Term structure models, estimating and interpreting the yield curve
  • Portfolio management, including total return framework, portfolio strategies, and constructing bond indices

and valuable insight into:

  • Trading and hedging strategy
  • Charting and technical analysis
  • The latest market developments, such as value-at-risk, and credit derivatives
  • Emerging markets and the benefits of international investment

The Bond and Money Markets: Strategy, Trading, Analysis is aimed at a wide readership including bond salespersons, traders, corporate financiers and graduate trainees, as well as risk managers, operations professionals and business analysts. Other market participants including fund managers, corporate treasurers, management consultants, regulators and financial journalists will also find the content useful.

  • This book is virtually a stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis
  • Includes some introductory coverage of very specialised topics (for which one requires specialised texts) such as VaR, Asset & liability management, credit derivatives
  • Combines accessible style with advanced level topics, plus review of latest research

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