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Fixed-income securities and derivatives handbook : analysis and valuation

Author: Moorad Choudhry
Publisher: Princeton, NJ : Bloomberg Press, 2005.
Edition/Format:   eBook : Document : English : 1st edView all editions and formats
Database:WorldCat
Summary:
In Fixed-Income Securities and Derivatives Handbook, respected practitioner Moorad Choudhry provides a concise and accessible overview of the main elements of the markets, the techniques used, and their applications. The book covers a wide range of market instruments--both simple and complex products--and the mathematics behind them. Choudhry's unique focus on the international nature of these instruments makes the  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Choudhry, Moorad.
Fixed-income securities and derivatives handbook.
Princeton, NJ : Bloomberg Press, 2005
(DLC) 2004066014
(OCoLC)57283937
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Moorad Choudhry
ISBN: 1576602206 9781576602201
OCLC Number: 59760362
Notes: "Portions of the text have been adapted from material that appeared in Moorad Choudhry's Bond market securities (FT Prentice Hall, 2001)"--Title page verso.
Description: 1 online resource (xvi, 355 pages) : illustrations
Contents: Copyright; Contents; Foreword; Preface; 1. The Bond Instrument; 2. Bond Instruments and Interest Rate Risk; 3. Bond Pricing and Spot and Forward Rates; 4. Interest Rate Modeling; 5. Fitting the Yield Curve; 6. Forwards and Futures Valuation; 7. Swaps; 8. Options; 9. Measuring Option Risk; 10. Credit Derivatives; 11. The Analysis of Bonds with Embedded Options; 12. Inflation-Indexed Bonds; 13. Hybrid Securities; 14. Securitization and Mortgage-Backed Securities; 15. Collateralized Debt Obligations; 16. The Yield Curve, Bond Yield, and Spot Rates; 17. Approaches to Trading. Appendix: The Black-Scholes Model in Microsoft ExcelReferences; Index.
Responsibility: Moorad Choudhry.
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Abstract:

In Fixed-Income Securities and Derivatives Handbook, respected practitioner Moorad Choudhry provides a concise and accessible overview of the main elements of the markets, the techniques used, and their applications. The book covers a wide range of market instruments--both simple and complex products--and the mathematics behind them. Choudhry's unique focus on the international nature of these instruments makes the techniques and applications appropriate to every debt capital market.

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