Books in Fixed income debt capital markets

Advanced Fixed Income Analysis

2nd Edition
August 28, 2015
Moorad Choudhry + 1 more
English
Hardback
9 7 8 0 0 8 0 9 9 9 3 8 8
eBook
9 7 8 0 0 8 0 9 9 9 4 1 8

Each new chapter of the Second Edition covers an aspect of the fixed income market that has become relevant to investors but is not covered at an advanced level in existing textbooks. This is material that is pertinent to the investment decisions but is not freely available to those not originating the products. Professor Choudhry’s method is to place ideas into contexts in order to keep them from becoming too theoretical. While the level of mathematical sophistication is both high and specialized, he includes a brief introduction to the key mathematical concepts. This is a book on the financial markets, not mathematics, and he provides few derivations and fewer proofs. He draws on both his personal experience as well as his own research to bring together subjects of practical importance to bond market investors and analysts.

Introduction to Mortgages and Mortgage Backed Securities

1st Edition
November 21, 2013
Richard K. Green
English
eBook
9 7 8 0 1 2 4 0 4 5 9 3 4

In Introduction to Mortgages & Mortgage Backed Securities, author Richard Green combines current practices in real estate capital markets with financial theory so readers can make intelligent business decisions. After a behavioral economics chapter on the nature of real estate decisions, he explores mortgage products, processes, derivatives, and international practices. By focusing on debt, his book presents a different view of the mortgage market than is commonly available, and his primer on fixed-income tools and concepts ensures that readers understand the rich content he covers. Including commercial and residential real estate, this book explains how the markets work, why they collapsed in 2008, and what countries are doing to protect themselves from future bubbles. Green's expertise illuminates both the fundamentals of mortgage analysis and the international paradigms of products, models, and regulatory environments.

An Introduction to Credit Derivatives

2nd Edition
December 22, 2012
Moorad Choudhry
English
Hardback
9 7 8 0 0 8 0 9 8 2 9 5 3
eBook
9 7 8 0 0 8 0 9 8 2 9 8 4

The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since the financial crisis of 2008. Author Moorad Choudhry gives a practitioner's perspective on credit derivative instruments and the risks they involve in a succinct style without sacrificing technical details and scientific precision. Beginning with foundational discussions of credit risk, credit risk transfer and credit ratings, the book proceeds to examine credit default swaps and related pricing, asset swaps, credit-linked notes, and more. Ample references, appendices and a glossary add considerably to the lasting value of the book for students and professionals in finance.

Fixed Income Markets and Their Derivatives

3rd Edition
February 26, 2009
Suresh Sundaresan
English
Hardback
9 7 8 0 1 2 3 7 0 4 7 1 9
eBook
9 7 8 0 0 8 0 9 1 9 3 3 1

The third edition of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. Fixed Income Markets and Their Derivatives matches well with fixed income securities courses. The book's organization emphasizes institutions in the first part, analytics in the second, selected segments of fixed income markets in the third, and fixed income derivatives in the fourth. This enables instructors to customize the material to suit their course structure and the mathematical ability of their students.

Market Data Explained

1st Edition
October 2, 2006
Marc Alvarez
English
eBook
9 7 8 0 0 8 0 4 6 5 7 8 4

Market Data Explained is intended to provide a guide to the universe of data content produced by the global capital markets on a daily basis. Commonly referred to as “market data”, the universe of content is very wide and the type of information correspondingly diverse. Jargon and acronyms are very common. As a result, users of marker data typically face difficulty in applying the content in analysis and business applications. This guide provides an independent framework for understanding this diversity and streamlining the process of referring to content and how it relates to today’s business environment. The book achieves this goal by providing a consistent frame of reference for users of market data. As such, it is built around the concept of a data model – a single, coherent view of the capital markets independent of any one source, such as an exchange. In particular it delineates clearly between the actual data content and how it is delivered (i.e., realtime data streams versus reference data). It shows how the data relates across the universe of securities (i.e., stocks, bonds, derivatives etc.). In this way it provides a logical framework for understanding how new content can be added over time as the business develops. Special features:1. Uniqueness – this is the first comprehensive catalog and taxonomy to be made available for a business audience2. Industry Acceptance – the framework described in this book is implemented as a relational data model in the industry today and used by blue chip multinational firms3. Comprehensiveness – there are no arbitrary distinctions made based on asset class or data type (the legacy approach). The model presented in this book is fully cross asset and makes no distinction between data types (i.e., realtime versus historical/reference data) or sources4. Independence – the framework is an independent, objective overview of how the data content integrates to provide a coherent view of the data produced by the global capital markets on a daily and intra-day basis. It provides a logical framework for referring to the content and entities that are so intrinsic to this industry

Interest Rate Risk Management

1st Edition
May 4, 2005
Christine Helliar
English
eBook
9 7 8 0 0 8 0 4 5 7 7 0 3

Financial risk management is currently subject to much debate, especially the accounting for derivative products, and a number of commentators are objecting to the introduction of International Accounting Standard IAS 39 for Derivatives that will be in force by January 2005 for all EU companies. The topic of hedge accounting and the treatment of fair values may have a significant impact on many companies reported profits, and the volatility of earnings is likely to increase. Uniquely this monograph focuses on interest rate risk management. Most studies of corporate risk management have typically dwelt on the topic of management of exchange rate risk, with interest rate risk management being neglected. The book’s findings examine the views of UK corporate treasurers who are usually involved in the risk management strategies of their organisation and who have responsibility for implementing those strategies in practice.

Syndicated Lending

1st Edition
September 23, 2004
Andrew Fight
English
eBook
9 7 8 0 0 8 0 4 8 1 2 8 9

Syndicated Lending aims to increase the readers awareness of the benefits and risks involved in taking part in the Syndicated Loan market.This book covers:*Who the major players in the syndication loan market are*Why syndication loans are used*Syndication loan structures and documentation*Secondary syndication loan market

Advanced Fixed Income Analysis

1st Edition
June 8, 2004
Moorad Choudhry + 1 more
English
eBook
9 7 8 0 0 8 0 4 8 8 1 8 9

This book is aimed at experienced practitioners in the corporate bond markets and is a specialised text for investors and traders. The author relates from both personal experience as well as his own research to bring together subjects of practical importance to bond market practitioners. He introduces the latest techniques used for analysis and interpretation, including:Relative value tradingApproaches to trading and hedgingDynamic analysis of spot and forward ratesInterest rate modellingFitting the yield curveAnalysing the long bond yieldIndex-linked bond analyticsCorporate bond defaults

Intellectual Capital

1st Edition
October 20, 2003
Anthony Wall + 2 more
English
eBook
9 7 8 0 0 8 0 5 2 2 1 0 4

Intellectual Capital investigates how companies throughout Ireland are measuring their intellectual capital assets and how their efforts compare to those of the leading exponents of intellectual capital. This report: * includes a survey of twenty-eight Irish companies * highlights the importance of intellectual capital within the new economy * defines the role of the management accountant in the area of intellectual capital The authors conclude there is a recognition of intellectual capital and its measurement in Irish companies, but acknowledge the masurement and practices appear to be taking place in isolation rather than forming part of an overall intellectual capital management strategy.

Bond and Money Markets

1st Edition
July 4, 2003
Moorad Choudhry
English
Paperback
9 7 8 0 7 5 0 6 6 0 7 8 5
eBook
9 7 8 0 0 8 0 5 7 4 9 3 6

The Bond and Money Markets is an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students.Features comprehensive coverage of: * Government and Corporate bonds, Eurobonds, callable bonds, convertibles * Asset-backed bonds including mortgages and CDOs * Derivative instruments including futures, swaps, options, structured products* Interest-rate risk, duration analysis, convexity, and the convexity bias * The money markets, repo markets, basis trading, and asset/liability management * Term structure models, estimating and interpreting the yield curve * Portfolio management and strategies,total return framework, constructing bond indices

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Books in Fixed income debt capital markets

Advanced Fixed Income Analysis

Introduction to Mortgages and Mortgage Backed Securities

An Introduction to Credit Derivatives

Fixed Income Markets and Their Derivatives

Market Data Explained

Interest Rate Risk Management

Syndicated Lending

Advanced Fixed Income Analysis

Intellectual Capital

Bond and Money Markets