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(Pearson Education) Concise guide to the various techniques and applications used for the analysis of variation on the principle debt market instruments. Features an introduction to yield curve models, curve fitting techniques, index-linked bond analytics, and other applications.
- Sales Rank: #5880805 in Books
- Published on: 2001-07-19
- Original language: English
- Number of items: 1
- Dimensions: 9.94" h x .98" w x 7.70" l, 1.10 pounds
- Binding: Hardcover
- 416 pages
From the Back Cover
Investors need to be fully conversant with the differences in the way that bonds are structured, valued and traded. Bond Market Securities contains a wide range of methodologies that will help the reader to gain a good understanding of fixed income securities and some of their associated derivatives.
Bond Market Securities investigates the fundamentals of fixed income analysis, reviewing the latest research and presenting it in an accessible way that is suitable for practitioners and graduate students alike. The research is summarized in a way that allows readers to apply results to their individual requirements. Important subjects are covered in a straightforward style, using only essential mathematics, while further references are listed in full so that the reader may undertake further research.
Topics covered include:
- Bond mathematics
- Spot and forward rates
- Yield curve fitting techniques
- Term structure models
- Credit derivatives in the fixed income markets
- Stochastic models and option pricing
- Hybrid securities
- Forwards and futures
- Market trading considerations and techniques
- Mortgage-backed securities.
Written by a debt markets professional with many years’ experience trading bonds in the markets, the book focuses on the international nature of these instruments, allowing you to apply the techniques and applications covered in the book in every debt capital market, irrespective of geographical location.
Bond Market Securities provides a concise and accessible description of the main elements of the markets, the instruments used and their applications, and will be of valuable use to both the experienced practitioner and the bond market novice.
"Bond Market Securities is accessible to both scholars and practitioners, but sacrifices little in quantitative rigour or institutional detail. It will be added to my graduate reading lists"— Professor Steve Satchell, Faculty of Economics and Politics, Cambridge University
"In bond markets it is easy to overcomplicate things with too much jargon, too many technical terms and too many long mathematical formulae. Moorad's book brings refreshing clarity to the subject, helping show how (and why) these markets really work."— Peter Matthews, Senior Credit Trader and Head of FRN Trading, ABN Amro Bank NV
"Moorad is a rare combination – technically and intellectually brilliant and blessed with the personality and ability to communicate effectively with the rest of us. He has the ability to demystify the seemingly most complex concepts and an enthusiasm for his subject that shines through his writing and captures the reader's interest."— Martin Barber, Partner, KPMG Consulting
About the Author
Moorad Choudhry
is a vice-president with JPMorgan Chase in London. He started his City career in 1989 at the London Stock Exchange before joining the sterling Eurobond desk at Hoare Govett Fixed Interest. He was later employed as a gilt-edged market maker and treasury trader at ABN Amro Hoare Govett Sterling Bonds, where he ran the short-dated gilt book, the gilt repo book and the sterling money markets book, and was also responsible for stocks borrowing and lending and interbank funding. From there he moved on to Hambros Bank, where he set up and ran the Treasury division's sterling proprietary trading desk. He has also worked as a strategy and risk management consultant to some of the world's leading investment banks, before joining JPMorgan Chase capital markets in 2000.
Moorad has an MA in Econometrics from Reading University and an MBA from Henley Management College. He has taught courses on bond and money markets subjects for organizations both in the City of London and abroad, and has lectured at City University Business School. He is a member of the Securities Institute and the Global Association of Risk Professionals, and sits on the examination panel of the Securities Institute Bond and Fixed Income Markets Diploma paper.
Most helpful customer reviews
3 of 4 people found the following review helpful.
Poor Introductory Text
By Soner Tunay
This text can hardly qualify as a reference for any purpose. It is not technical enough for academics and scholars and not accurate enough for practitioners. It is utterly useless save some funny typos, such as internet rates instead of interest rates.
There are better alternatives from Fabozzi, Tuckman and Jarrow.
0 of 1 people found the following review helpful.
A good standard reference work
By A Customer
This is a handy reference guide for those who wish the more technical aspects of bonds laid out in accessible fashion.A good buy.
0 of 4 people found the following review helpful.
Very good overview book of fixed income securities
By SMS CHOUDHRY
This is a high-quality book on fixed income securities, it combines institutional details as well as bond maths and analysis. There is a good intro to mathematical concepts for beginners. Especially useful is the bibliography at the end of each chapter, whch details further reading, but has the author's personal run-down of each recommended title. This is helpful for further research. The book is also very good value-for-money. Highly recommended....
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