An Introduction to Bond Markets

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John Wiley & Sons, Jan 11, 2007 - Business & Economics - 432 pages
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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 sheet instruments, including swaps and options, and Overseas and emerging markets.
 

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Contents

THE YIELD CURVE SPOT AND FORWARD YIELDS
39
BOND INSTRUMENTS AND INTERESTRATE RISK
71
REVIEW OF FLOATINGRATE NOTE BOND INSTRUMENTS
89
THE MONEY MARKETS
109
THE EUROBOND MARKET
151
CONVERTIBLE BONDS MTNs AND WARRANTS
183
CREDIT RATINGS
195
INFLATIONLINKED BONDS
203
INTRODUCTION TO DERIVATIVE INSTRUMENTS
243
INTRODUCTION TO CREDIT DERIVATIVES
299
APPROACHES TO GOVERNMENT BOND TRADING AND YIELD ANALYSIS1
339
RISK MANAGEMENT
363
GLOSSARY
379
ABBREVIATIONS
387
INDEX
391
Copyright

AN INTRODUCTION TO SECURITISED BONDS1
217

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About the author (2007)

Dr Moorad Choudhry is Head of Treasury at KBC Financial Products in London. He is a Visiting Professor at the Department of Economics, London Metropolitan University, a Visiting Research Fellow at the ICMA Centre, University of Reading, a Senior Fellow at the Department of Mathematical Trading and Finance, Cass Business School, and a Fellow of the Securities and Investment Institute.

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