Author: Moorad Choudhry
Publisher: Bloomberg Press
Keywords: basis, swap, default, credit
Number of Pages: 195
Published: 2006-10-01
List price: $50.00
ISBN-10: 1576602362
ISBN-13: 9781576602362

The growth of the credit derviatives market has produced a liquid market in credit default swaps across the credit curve, and this liquidity has led many investors to access both the credit derivative and cash bond markets to meet their investment requirements.This book investigates the close relationship between the synthetic and cash markets in credit, which manifests itself in the credit default swap basis. Choudhry covers the factors that drive the basis, implications for market participants, the CDS index basis, and trading the basis.Credit market investors and traders as well as anyone w

Author: Moorad Choudhry
Publisher: Butterworth-Heinemann
Keywords: products, financial, structured, bonds, corporate
Number of Pages: 416
Published: 2004-08-19
List price: $76.95
ISBN-10: 0750662611
ISBN-13: 9780750662611

This book is a detailed account of the instruments that are used in the corporate bond markets, from conventional "plain vanilla" bonds to hybrid instruments and structured products. There is background information on bond pricing and yield, as well as a detailed look at the yield curve. The book covers the full set of instruments used by companies to raise finance, and which are aimed at a wide range of investors. It also discusses the analysis of these instruments. Topics covered include:*Bond basics*The yield curve*Callable bonds*Convertible bonds*Eurobonds*Warrants*Commercial paper*Corpora

Author: Moorad Choudhry
Publisher: Butterworth-Heinemann
Keywords: institution, professional, reference, series, securities, analysis, money, markets, strategy, trading, bond
Number of Pages: 1168
Published: 2001-06
List price: $305.00
ISBN-10: 0750646772
ISBN-13: 9780750646772

The Bond and Money Markets: Strategy, Trading, Analysis explains and analyses all aspects of the bond and money markets and is both an introduction for newcomers and an advanced text for experienced market practitioners and graduate students. Those with experience of the industry at all levels will find the book invaluable as a standard reference work. The book features coverage of:* Government and Corporate bonds, Eurobonds, callable bonds, convertibles* Asset-backed bonds including mortgages and CDOs* Derivative instruments including bond futures, swaps, options, structured products, and op

Author: Moorad Choudhry
Publisher: Palgrave Macmillan
Keywords: investors, guide, concise, bonds
Number of Pages: 192
Published: 2006-08-22
List price: $36.95
ISBN-10: 0230006493
ISBN-13: 9780230006492

Bonds are a vital part of the global capital markets and are essential for any investor’s portfolio. In this book leading expert Moorad Choudhry demystifies bonds once and for all. This guide explains, in a simple, clear fashion, the importance of bonds and why all private investors should include them as part of their investment strategy. Many bonds offer secure returns at a lower risk than equities. Readers will gain insight into the advantages of holding bonds and why they should always form part of any savings portfolio. Covering, among other topics, government bonds, the yield curve

Author: Moorad Choudhry
Publisher: Wiley
Keywords: institute, securities, markets, bond, introduction
Number of Pages: 432
Published: 2006-05-19
List price: $60.00
ISBN-10: 0470017589
ISBN-13: 9780470017586

This book describes and defines bonds within the context of the capital markets and the different types of bonds that are traded. It includes a detailed look at the analytical techniques used in the market by traders and fund managers. This new edition will update the section on swaps and risk management, update all exercises and examples, add a new section on credit derivatives, add a section on structured finance securities & add a section on trading. Contents also include: Bond yield Measurement, Interest Rate Risk, The UK gilt market and corporate debt markets, Risk Management, Off-balance

Author: Moorad Choudhry
Publisher: Butterworth-Heinema
Keywords: capital, markets, global, institute, handbook, securities, repo
Number of Pages: 479
Published: 2002-06-19
List price: unknow
ISBN-10: 0750651628
ISBN-13: 9780750651622

The book features an introduction to the structure and mechanics of repo, institutional practices and real-world examples. In addition the content includes necessary supplementary material such as bank asset and liability management, trading techniques, and a range of other applications of value in the global money markets.Repo markets play a pivotal role in the world’s economy. The Repo Handbook is the definitive, comprehensive guide to this most important element of the global debt capital markets. It describes the use, motivations and mechanics of the repo instrument, and features inv

Author: Moorad Choudhry
Publisher: Wiley
Keywords: analysis, wiley, finance, trading, strategy, asset, liability, management, bank
Number of Pages: 1440
Published: 2007-04-13
List price: $90.00
ISBN-10: 0470821353
ISBN-13: 9780470821350

Banks are a vital part of the global economy, and the essence of banking is asset-liability management (ALM). This book is a comprehensive treatment of an important financial market discipline. A reference text for all those involved in banking and the debt capital markets, it describes the techniques, products and art of ALM. Subjects covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis. Highlights of the book include detailed coverage of: liquidity, gap and funding risk management hedging using interest-rate derivatives and  credi