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Description of Fixed Income Securities and Derivatives Handbook

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, LLC

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.

Title Information

ISBN:

9781576603345

Pages:

476 pages

Format:

Hardback

Product Code:

454312

Publisher:

Bloomberg Press

Published:

03/06/2010

Edition:

2nd Revised edition

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About Moorad Choudhry

MOORAD CHOUDHRY is Head of Treasury at Europe Arab Bank, a subsidiary of Arab Bank. He was previously at KBC Financial Products in London, the derivatives and convertible bond trading arm of KBC Bank N.V. Brussels. Prior to that, he was a vice president in structured finance services sales and marketing at JPMorgan Chase Bank, a sterling proprietary trader in the treasury division at Hambros Bank Ltd, and a gilt–edged market maker and money markets trader at ABN AMRO Hoare Govett Ltd.