The Global Money Markets

Front Cover
John Wiley & Sons, Feb 3, 2003 - Business & Economics - 336 pages
An informative look at the world of short-term investing and borrowing

The Global Money Markets is the authoritative source on short-term investing and borrowing-from instruments in the U.S. and U.K., to asset-liability management. It also clearly demonstrates the various conventions used for money market calculations and discusses other short-term structured financial products such as asset-backed securities and mortgage-backed securities.

Steven V. Mann (Columbia, SC) is Professor of Finance at the Moore School of Business, University of South Carolina. He has coauthored two previous books and numerous articles in the area of investments and works as a consultant to investment/commercial banks throughout the United States. Moorad Choudhry (Surrey, UK) is a Vice President of structured finance services with JPMorganChase in London. Prior to that he worked as a gilt-edged market maker and Treasury trader at ABN Amro Hoare Govett Sterling Bonds Limited, and as a sterling proprietary trader at Hambros Bank Limited. Moorad is a Senior Fellow at the Centre for Mathematical Trading and Finance, City University Business School.

John Wiley & Sons, Inc. is proud to be the publisher of the esteemed Frank J. Fabozzi Series. Comprising nearly 100 titles-which include numerous bestsellers—The Frank J. Fabozzi Series is a key resource for finance professionals and academics, strategists and students, and investors. The series is overseen by its eponymous editor, whose expert instruction and presentation of new ideas have been at the forefront of financial publishing for over twenty years. His successful career has provided him with the knowledge, insight, and advice that has led to this comprehensive series.

Frank J. Fabozzi, PhD, CFA, CPA, is Editor of the Journal of Portfolio Management, which is read by thousands of institutional investors, as well as editor or author of over 100 books on finance for the professional and academic markets. Currently, Dr. Fabozzi is an adjunct Professor of Finance at Yale University's School of Management and on the board of directors of the Guardian Life family of funds and the Black Rock complex of funds.

 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Selected pages

Contents

Acknowledgements
viii
CHAPTER 1 Introduction
1
CHAPTER 2 Money Market Calculations
7
CHAPTER 3 US Treasury Bills
23
CHAPTER 4 Agency Instruments
45
CHAPTER 5 Corporate Obligations Commercial Paper and MediumTerm Notes
67
CHAPTER 6 Debt Obligations of Financial Institutions
85
CHAPTER 7 FloatingRate Securities
101
CHAPTER 9 ShortTerm MortgageBacked Securities
151
CHAPTER 10 ShortTerm AssetBacked Securities
187
CHAPTER 11 Futures and Forward Rate Agreements
209
CHAPTER 12 Swaps and CapsFloors
229
CHAPTER 13 Asset and Liability Management
275
CHAPTER 14 Bank Regulatory Capital
297
INDEX
315
Copyright

CHAPTER 8 Repurchase and Reverse Repurchase Agreements
119

Other editions - View all

Common terms and phrases

About the author (2003)

FRANK J. FABOZZI, PhD, CFA, is Editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Dr. Fabozzi is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate in economics from the City University of New York in 1972 and, in 1994, received an honorary doctorate of humane letters from Nova Southeastern University. Dr. Fabozzi is a Fellow of the International Center for Finance at Yale University.
STEVEN V. MANN is Professor of Finance at the Moore School of Business, University of South Carolina. He has coauthored two previous books and numerous articles in the area of investments, primarily fixed-income securities and derivatives. Professor Mann is an accomplished teacher, winning seventeen awards for excellence in teaching. He also works as a consultant to investment/commercial banks and has conducted training programs for financial institutions throughout the United States.
MOORAD CHOUDHRY is a Vice President in structured finance services with JPMorgan Chase Bank in London. He traded sterling money markets at ABN Amro Hoare Govett Limited and at Hambros Bank Limited. Moorad is a Fellow of the Centre for Mathematical Trading and Finance, City University Business School, and is Editor of the Journal of Bond Trading and Management. He has written several books in the area of fixed-income securities.

Bibliographic information