Analysing and Interpreting the Yield Curve
John Wiley & Sons Ltd (Verlag)
978-0-470-82125-1 (ISBN)
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Moorad Choudhry is a vice--president in Structured Finance Services with JP Morgan Chase Bank in London. Prior to this 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 has lectured on the bond markets at the London School of Economics, the ISMA Centre in Reading, London Guildhall University and the International Faculty of Finance, and is a senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School, London. He is a Fellow of the Securities Institute and a Fellow of the Global Association of Risk Professionals. Moorad's published work includes journal articles and books. He is also co--author of the book The Global Money Markets, written with Professor Frank Fabozzi. Moorad obtained an MA in Economics from the University of Reading and an MBA from Henley Management College. He is in the process of completing his PhD from Birkbeck, University of London. He is Editor of the Journal of Bond Trading and Management.
Foreword. Preface. PART I: INTRODUCTION TO BOND YIELD AND THE YIELD CURVE. Chapter 1. Bond Yield Measurement. Chapter 2. The Yield Curve. Chapter 3. A Further Look at Spot and Forward Rates. PART II: YIELD CURVE MODELING. Chapter 4. Interest Rate Modeling Part I: An Introduction to Basic Concepts. Chapter 5. Interest Rate Modeling Part II: Dynamics of Asset Prices. Chapter 6. Interest Rate Models: Part I. Chapter 7. Interest Rate Models: Part II. Chapter 8. The Index--linked Bond Yield Curve. Chapter 9. Analysing the Long Bond Yield. PART III: FITTING THE YIELD CURVE. Chapter 10. Estimating and Fitting the Curve: Part I. Chapter 11. Estimating and Fitting the Curve: Part II. PART IV: THE YIELD CURVE AND RELATIVE--VALUE TRADING. Chapter 12. Yield Curves and Relative Value. Chapter 13. Approaches to Yield Spread Trading Using Government Bonds. Index.
Erscheint lt. Verlag | 10.2.2004 |
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Verlagsort | Chichester |
Sprache | englisch |
Maße | 160 x 236 mm |
Gewicht | 702 g |
Einbandart | gebunden |
Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
ISBN-10 | 0-470-82125-6 / 0470821256 |
ISBN-13 | 978-0-470-82125-1 / 9780470821251 |
Zustand | Neuware |
Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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