000 04197cam a2200733 i 4500
001 ocn881386655
003 OCoLC
005 20171030093723.0
006 m o d
007 cr |||||||||||
008 140313s2014 si ob 001 0 eng
010 _a 2014010327
020 _a9781118638330
_q(electronic bk.)
020 _a1118638336
_q(electronic bk.)
020 _a9781118171745
_q(electronic bk.)
020 _a1118171748
_q(electronic bk.)
020 _a9781118171752
_q(electronic bk.)
020 _a1118171756
_q(electronic bk.)
020 _z9781118171721
_q(hardback)
020 _z1118171721
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035 _a(OCoLC)881386655
_z(OCoLC)891187222
037 _aCL0500000478
_bSafari Books Online
037 _a05E0B23F-AFC0-4DA1-A138-F2DE807BF248
_bOverDrive, Inc.
_nhttp://www.overdrive.com
040 _aDLC
_beng
_erda
_epn
_cDLC
_dYDX
_dN$T
_dMHW
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042 _apcc
049 _aMAIN
050 0 0 _aHG4650
072 7 _aBUS
_x027000
_2bisacsh
082 0 0 _a332.63/2044
_223
084 _aBUS036000
_2bisacsh
100 1 _aChoudhry, Moorad.
245 1 0 _aFixed income markets : management, trading and hedging /
_cMoorad Choudhry, David Moskovic, Max Wong ; with contributions from Zhuoshi Liu and Alexandru Voicu.
_h[electronic resource]
250 _aSecond edition.
264 1 _aSingapore :
_bJohn Wiley & Sons,
_c[2014]
300 _a1 online resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aThe Wiley finance series
500 _aIncludes index.
500 _aMachine generated contents note: Foreword. Preface. Acknowledgments. About the Author. PART I: INTRODUCTION TO BONDS. Chapter 1. The bond instrument. Chapter 2. Interest-rate risk. Chapter 3. Pricing, spot and forward rates. Chapter 4. Interest rate modelling. Chapter 5. Yield curve fitting. PART II: ELECTED MARKET INSTRUMENTS. Chapter 6. Money markets. Chapter 7. Hybrid securities. Chapter 8. Analysis of callable bonds. Chapter 9. Index-linked bonds. Chapter 10. ABS and MBS intro. Chapter 11. CDOs. Chapter 12. Structured credit products. PART III: DERIVATIVE INSTRUMENTS. Chapter 13. Forwards and futures pricing. Chapter 14. Bond futures. Chapter 15. Swaps. Chapter 16. SwapNote. Chapter 17. Credit derivatives I. Chapter 18. Credit derivatives II. Chapter 19. Options I. Chapter 20. Options II. PART IV: BOND TRADING AND HEDGING. Chapter 21. Value-at-risk and Credit VaR. Chapter 22. Government bond analysis, the yield curve and relative-value trading. Chapter 23. Approaches to trading and hedging. Appendix A: Statistical concepts. Appendix B: Basic tools. Appendix C: Introduction to the mathematics of fixed income pricing. Glossary. Index.
504 _aIncludes bibliographical references and index.
520 _a"Takes a unique look into the leading practices in bond markets as well as post-credit-crunch impacts on pricing that are rarely captured in textbooks. The new edition provides expanded coverage on a wide range of topics within hedging, derivatives, bonds, rebalancing, and global debt capital markets."--Provided by publisher.
588 0 _aPrint version record and CIP data provided by publisher.
650 0 _aFixed-income securities.
650 7 _aBUSINESS & ECONOMICS
_xInvestments & Securities.
_2bisacsh
650 7 _aFixed-income securities.
_2fast
_0(OCoLC)fst00926888
655 4 _aElectronic books.
655 0 _aElectronic books.
776 0 8 _iPrint version:
_aChoudhry, Moorad.
_tFixed income markets.
_bSecond edition.
_dSingapore : John Wiley & Sons, [2014]
_z9781118171721
_w(DLC) 2014007537
830 0 _aWiley finance series.
856 4 0 _uhttp://onlinelibrary.wiley.com/book/10.1002/9781118638330
_zWiley Online Library
942 _2ddc
_cBK
999 _c207507
_d207507