The bond and money markets : strategy, trading, analysis
著者
書誌事項
The bond and money markets : strategy, trading, analysis
（Professional reference series）
Butterworth-Heinemann, 2003
- : pbk
- タイトル別名
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The bond & money markets : strategy, trading, analysis
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注記
"Paperback version 2003"--T.p. verso
"Butterworth-Heinemann finance"--Cover
Includes bibliographical references and index
内容説明・目次
内容説明
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
目次
- Foreword
- Preface
- Introduction to bonds
- Government bond markets
- Corporate debt markets
- The money markets
- Risk management
- Derivative instruments
- Trading and hedging
- Advanced fixed income analytics
- Portfolio management
- Technical analysis
- Introduction to credit derivatives
- Emerging markets
- Concluding remarks.
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