Fixed-Income Securities and Derivatives Handbook by Moorad Choudhry

Fixed-Income Securities and Derivatives Handbook by Moorad Choudhry

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, LC

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.

Frank J. Fabozzi, PhD, CFA, is Editor of the Journal of Portfolio Management, the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management, and a consultant in the fixed-income and derivatives area. Frank is a Chartered Financial Analyst and Certified Public Accountant who has edited and authored many acclaimed books in finance. He earned a doctorate in economics from the City University of New York in 1972. He is a Fellow of the International Center for Finance at Yale University.
Moorad Choudhry is Head of Treasury at KBC Financial Products UK Limited in London. He previously worked as a government bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited, and in structured finance services at JPMorgan Chase Bank. Moorad is a Fellow at the Centre for Mathematical Trading and Finance, Cass Business School, London, and a Fellow of the Securities Institute. He has published widely in the field of fixed income and derivatives, and is author of The Bond and Money Markets: Strategy, Trading, Analysis.

SKU	Unavailable
ISBN 13	9781576603345
ISBN 10	1576603342
Title	Fixed-Income Securities and Derivatives Handbook
Author	Moorad Choudhry
Series	Bloomberg Financial
Condition	Unavailable
Publisher	Bloomberg Press
Year published	2010-07-30
Number of pages	496
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.