Moorad Choundhry – The Bond & Money Markets

Moorad Choundhry – The Bond & Money Markets

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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.Also

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Please contact email: [email protected] If you have any question.