Fixed Income Securities and Derivatives Handbook: Analysis and Valuation: 95 (Bloomberg Financial) - Hardcover

Choudhry, Moorad

Hardcover

ISBN 10: 1576603342 ISBN 13: 9781576603345

Publisher: Bloomberg Press, 2019

Synopsis

regulatory changes, volatile markets, incalculable valuations, mark-to-market accounting - these are just a few of the dramatic changes to have occured since the credit crash of 2008. but where do traders, money managers and institutional investors go for comprehensive analysis of the most recent revolutions in the fixed-income market?

in thisi fully updated and expanded post-crash edition of the fixed-income securities and derivatives handbook, moorad choudhry explains the new regulatory twists, the evolving derivatives market, as well as new instruments and opportunities in the bond market. a mix of practical tips and academic theory, this second edition includes new material on covered bonds, credit derivatives, convertible bonds, swaps, synthetic securitization, bond portfolio management and more.

About this title

About the Author

moorad choudhry is head of treasury at kbc financial products and serves as a visiting professor in the department of economics at london metropolitan university. he had written extensively about the fixed-income market, most recently in his book the credit default swap basis (bloomberg press, 2006).

From the Back Cover

PRAISE FOR FIXED-INCOME SECURITIES AND DERIVATIVES HANDBOOK, SECOND EDITION

“I have been looking for books for my clients and obtained a copy of your book. I think it is the best book about fixed-income securities out there. The book is extremely well written and is the best resource I have found so far.”

―Patrick Y. Shim, Financial Advisor, CG Investment Group, Wells Fargo Advisors, LLC

The Second Edition of the Fixed-Income Securities and Derivatives Handbook is a fully updated and expanded post-crash edition of Moorad Choudhry’s bestselling guide. In this latest edition, he explains the new regulatory twists, the evolving derivatives market, as well as a new set of instruments and opportunities in the bond market.

Thoroughly updated and revised, this Second Edition includes new material on important topics such as:

• A practical demonstration of cubic spline methodology, useful in constructing yield curves
• The latest developments in the credit derivative market
• An accessible analysis of credit default swap pricing principles
• A description of inflation-indexed derivatives
• A more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations
• A new chapter on credit analysis and the different metrics used to measure bondrelative value

Written in a straightforward and accessible style, Moorad Choudhry’s new book offers the ideal mix of practical tips and academic theory.

From the Inside Flap

Praise for Fixed-Income Securities and Derivatives Handbook, Second Edition

"I have been looking for books for my clients and obtained a copy of your book. I think it is the best book about fixed-income securities out there. The book is extremely well written and is the best resource I have found so far."
—Patrick Y. Shim, Financial Advisor, CG Investment Group, Wells Fargo Advisors, LLC

The Second Edition of the Fixed-Income Securities and Derivatives Handbook is a fully updated and expanded post-crash edition of Moorad Choudhry's bestselling guide. In this latest edition, he explains the new regulatory twists, the evolving derivatives market, as well as a new set of instruments and opportunities in the bond market.

Thoroughly updated and revised, this Second Edition includes new material on important topics such as:

• A practical demonstration of cubic spline methodology, useful in constructing yield curves
• The latest developments in the credit derivative market
• An accessible analysis of credit default swap pricing principles
• A description of inflation-indexed derivatives
• A more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations
• A new chapter on credit analysis and the different metrics used to measure bond-relative value

Written in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory.

Edition details

• Publisher: Bloomberg Press
• Publication date: 2019
• Language: English
• ISBN 10: 1576603342
• ISBN 13: 9781576603345
• Binding: Hardcover
• Edition number: 2
• Number of pages: 384