The global money markets
Author(s)
Bibliographic Information
The global money markets
(The Frank J. Fabozzi series)(Wiley finance series)
J. Wiley, c2002
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Note
Includes bibliographical references and index
Description and Table of Contents
Description
An informative look at the world of short-term investing and borrowing
The Global Money Markets is the authoritative source on short-term investing and borrowing-from instruments in the U.S. and U.K., to asset-liability management. It also clearly demonstrates the various conventions used for money market calculations and discusses other short-term structured financial products such as asset-backed securities and mortgage-backed securities.
Steven V. Mann (Columbia, SC) is Professor of Finance at the Moore School of Business, University of South Carolina. He has coauthored two previous books and numerous articles in the area of investments and works as a consultant to investment/commercial banks throughout the United States. Moorad Choudhry (Surrey, UK) is a Vice President of structured finance services with JPMorganChase in London. Prior to that he worked as a gilt-edged market maker and Treasury trader at ABN Amro Hoare Govett Sterling Bonds Limited, and as a sterling proprietary trader at Hambros Bank Limited. Moorad is a Senior Fellow at the Centre for Mathematical Trading and Finance, City University Business School.
John Wiley & Sons, Inc. is proud to be the publisher of the esteemed Frank J. Fabozzi Series. Comprising nearly 100 titles-which include numerous bestsellers The Frank J. Fabozzi Series is a key resource for finance professionals and academics, strategists and students, and investors. The series is overseen by its eponymous editor, whose expert instruction and presentation of new ideas have been at the forefront of financial publishing for over twenty years. His successful career has provided him with the knowledge, insight, and advice that has led to this comprehensive series.
Frank J. Fabozzi, PhD, CFA, CPA, is Editor of the Journal of Portfolio Management, which is read by thousands of institutional investors, as well as editor or author of over 100 books on finance for the professional and academic markets. Currently, Dr. Fabozzi is an adjunct Professor of Finance at Yale University's School of Management and on the board of directors of the Guardian Life family of funds and the Black Rock complex of funds.
Table of Contents
About the Authors.
Acknowledgements.
Introduction.
Money Market Calculations.
U.S. Treasury Bills.
Agency Instruments.
Corporate Obligations:Commercial Paper and Medium-Term Notes.
Debt Obligations of Financial Institutions.
Floating-Rate Securities.
Repurchase and Reverse Repurchase Agreements.
Short-Term Mortgage-Backed Securities.
Short-Term Asset-Backed Securities.
Futures and Forward Rate Agreements.
Swaps and Caps/Floors.
Asset and Liability Management.
Bank Regulatory Capital.
Index.
by "Nielsen BookData"