This is a comprehensive, in-depth treatment of the corporate bond markets for investors and bankers. It comprises the following books: "Corporate Bonds and Structured Financial Products"; "Understanding Credit Derivatives"; and, "Advanced Fixed Income Analysis". The library addresses issues of importance for all those involved to any extent with fixed income securities and the corporate bond markets.
- Corporate Bonds and Structured Financial Products
Fixed Income Securities: Primer on bond basics
Yield curve
Review of bond instruments
Hybrid securities
Corporate Debt Markets: Corporate debt markets
Callable bonds
Convertible bonds I
Convertible bonds II
The Eurobond Market I
Warrants
Medium-Term notes
Commercial Paper
Preference shares
US Municipal bonds
High Yield Bonds
Credit Analysis
Structured Financial Products: Intro to Securitisation
Mortgage-backed securities I
MBS II; ABS securities
CDOs
Synthetic CDOs
- Understanding Credit Derivatives
Credit risk
Credit Derivatives I
Credit Derivatives II
Credit Derivatives III: basic applications
Pricing; CDS pricing
The CDS-ASW basis
- Advanced Fixed Income Analysis
Approaches to trading and hedging
Relative value trading using govt bonds
Dynamics of asset prices
Interest rate models I
Interest rate models II
Fitting the term structure
I-L bonds
Long bond yield
Default risk of corporate bonds
Brady bonds
About Moorad Choudhry
Moorad Choudhry is Head of Treasury at KBC Financial Products (UK) Limited in London. Previously he worked in structured finance at JPMorgan Chase Bank, and as a sterling bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited. Dr Choudhry is a Visiting Professor at the Department of Economics, London Metropolitan University, and a Senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School. He is also a Fellow of the Securities Institute.
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