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
- ISBN10 6611771913
- ISBN13 9786611771911
- Publish Date 1 January 2001
- Publish Status Active
- Out of Print 1 June 2011
- Publish Country US
- Imprint Elsevier Science & Technology
- Format eBook
- Pages 1152
- Language English