Description
Topics covered include:
- Bond pricing and yield
- Duration and convexity
- Eurobonds and convertible bonds
- Structured finance securities
- Interest-rate derivatives
- Credit derivatives
- Relative value trading
Related topics such as the money markets and principles of risk management are also introduced as necessary background for students and practitioners. The book is essential reading for all those who require an introduction to the financial markets.
About the Author
Dr Moorad Choudhry is the former Head of Treasury at Europe Arab Bank plc in London. He is Visiting Professor at the Department of Economics, London Metropolitan University, a Visiting Research Fellow at the ICMA Centre, University of Reading, a Fellow of the ifs-School of Finance and a Fellow of the Chartered Institute for Securities and Investment.
Book Information
ISBN 9780470687246
Author Moorad Choudhry
Format Paperback
Page Count 480
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 689g
Dimensions(mm) 229mm * 152mm * 28mm