(Ebook) Fixed Income Securities and Derivatives Handbook, Second Edition by Moorad Choudhry(auth.) ISBN 9781118531976, 9781576603345, 1118531973, 1576603342

(Ebook) Fixed Income Securities and Derivatives Handbook, Second Edition by Moorad Choudhry(auth.) ISBN 9781118531976, 9781576603345, 1118531973, 1576603342

The Second Edition of the Fixed-Income Securities and Derivatives Handbook offers a completely updated and revised look at an important area of today's financial world. In addition to providing an accessible description of the main elements of the debt market, concentrating on the instruments used and their applications, this edition takes into account the effect of the recent financial crisis on fixed income securities and derivatives.

As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory twists and the evolving derivatives market.

• Offers a more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations
• Covers bond mathematics, pricing and yield analytics, and term structure models
• Includes a new chapter on credit analysis and the different metrics used to measure bond-relative value
• Contains illustrative case studies and real-world examples of the topics touched upon throughout the book

Written in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory within this important field.Content:
Chapter 1 The Bond Instrument (pages 1–33):
Chapter 2 Bond Instruments and Interest Rate Risk (pages 35–49):
Chapter 3 Bond Pricing and Spot and Forward Rates (pages 51–70):
Chapter 4 Interest Rate Modeling (pages 71–85):
Chapter 5 Fitting the Yield Curve (pages 87–117):
Chapter 6 Forwards and Futures Valuation (pages 119–130):
Chapter 7 Swaps (pages 131–156):
Chapter 8 Options (pages 157–182):
Chapter 9 Measuring Option Risk (pages 183–196):
Chapter 10 Credit Derivatives (pages 197–243):
Chapter 11 The Analysis of Bonds with Embedded Options (pages 245–263):
Chapter 12 Option?Adjusted Spread Analysis (pages 265–276):
Chapter 13 Convertible Bonds (pages 277–301):
Chapter 14 Inflation?Indexed Bonds (pages 303–325):
Chapter 15 Securitization and Asset?Backed Securities (pages 327–355):
Chapter 16 Collateralized Debt Obligations (pages 357–370):
Chapter 17 The Yield Curve, Bond Yield, and Spot Rates (pages 371–400):
Chapter 18 Approaches to Trading (pages 401–415):
Chapter 19 Credit Analysis and Relative Value Measurement (pages 417–441):