Fixed Income Markets

Zusatztext

<b>A comprehensive, in-depth look at global debt capital markets in the post-crisis world</b><p>Fully updated with comprehensive coverage of the post-crisis debt markets and their impact on key industry issues,<i>Fixed Income Markets: Management, Trading, and Hedging, Second Edition</i> offers insights into derivative pricing, cross-currency hedging, and new liquidity legislation. Written by Choudhry, Moskovic, and Wong,<i>Fixed Income Markets</i> is an indispensable read for anyone working in bond markets, interest-rate markets, and credit derivatives markets looking to better understand today's debt markets.</p><p>This acclaimed book 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. New topics include:</p><ul><li>Dynamic hedging practices and cross-currency hedging</li><li>Collateralized and uncollateralized derivatives, and their impact on valuation</li><li>Callable bonds, pricing, trading, and regulatory aspects related to liquidity</li><li>Rebalancing as a method for capturing contingencies and other complex imbedded risks</li></ul><p>As a bonus, the book includes reference information for statistical concepts and fixed income pricing, as well as a full glossary and index. Written in Choudhry's usual accessible style,<i>Fixed Income Markets</i> is a comprehensive and in-depth account of the global debt capital markets in today's post-crisis world.</p>

Autorenportrait

<p><b>MOORAD CHOUDHRY</b> works in Group Treasury at The Royal Bank of Scotland, and is a Professor at the Department of Mathematical Sciences, Brunel University. He was a UK government bond trader and money markets trader with ABN Amro Hoare Govett Securities Ltd and a sterling proprietary trader with Hambros Bank Limited. He later traded structured finance bonds and repo at KBC Financial Products. Moorad lives in Surrey, England.</p><p><b>DAVID MOSKOVIC</b> is a hybrid derivatives trader at The Royal Bank of Scotland. Prior to that he worked in market risk and as a quantitative analyst. He qualified as a Chartered Accountant at Ernst& Young before moving to RBS.</p><p><b>MAX WONG</b> is Head of Risk Model Validation at The Royal Bank of Scotland in Singapore. He was previously an index futures trader on the open-outcry floor at SIMEX and a risk quant at Standard Chartered. He is author of<i>Bubble Value at Risk: A Countercyclical Risk Management Approach</i>.</p>

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