- Hardcover: 355 pages
- Publisher: Bloomberg Press (Mar 29 2005)
- Language: English
- ISBN-10: 1576601641
- ISBN-13: 978-1576601648
- Product Dimensions: 23.6 x 16.3 x 3.6 cm
- Shipping Weight: 726 g
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Amazon Bestsellers Rank:
#883,100 in Books (See Top 100 in Books)
- #20 in Books > Business & Investing > Investing > Bonds
- See Complete Table of Contents
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Product Details |
Product Description
Review
"Fixed-Income Securities and Derivatives Handbook is an accessible and well-written book that will appeal to both practitioners and academics with an interest in this subject."
- Richard Pereira
Structurer, Asset Finance Group, Nomura International PLC
"Once again the prolific Moorad Choudhry has triumphed in producing a comprehensive and lucid guide to an area of the financial markets--this time fixed income and derivatives. I believe his books will come to be seen as the definitive guides to the money and capital markets. Choudhry is a true master of his subject in that he understands its complexities, and because his books are highly readable, he is able to reach out and educate a wider audience."
- David Wileman
CEO, King & Shaxson Limited
"Choudhry has written a comprehensive book on fixed-income markets that will appeal to both seasoned practitioners and novices. He has skillfully combined intuitive rationale with mathematical thoroughness to provide a clear exposition of cutting-edge techniques used in the marketplace. It will give readers a clear and deep understanding of the market in a way that is bound to make it required reading for all serious practitioners."
- Dr. Haris Kessaris
Equity Derivatives, KBC Financial Products, London
"A broad yet comprehensive outline of the fixed-income market and its derivatives. This book is useful for the starter in the markets as well as the experienced professional and academic researcher."
- Aaron Nematnejad
Japanese Equity and Convertible Bond Sales Department, Daiwa Securities
"Any reader who is looking to learn more about fixed income--and ensure the knowledge that he gains is applicable to today's financial markets--should pick up a copy of this book. It is a valuable read for any scholar or practitioner."
- Rod Pienaar
Director, Global Investment Bank
"Once again a superlative work from Dr. Moorad Choudhry, this time focusing on U.S. instruments and applications. A must-buy for anyone with an interest in fixed-income securities and derivatives."
- Ketul Tanna
Market Risk Management Group, JPMorgan Chase, London
"Choudhry's book provides clear and comprehensive coverage of a wide range of concepts and calculations crucial to a practitioner’s understanding of modern fixed-income security markets. Fixed-Income Securities and Derivatives Handbook takes the reader from the basic bond instruments through yield-curve modeling and options and into relatively new fields of credit derivatives and inflation-linked bonds. The examples help to clarify difficult ideas and to demystify some of the complex algebra associated with this area. The book will appeal to many levels of readers, both in the university sector and in financial markets."
- Brian A. Eales
Principal Lecturer in Financial Instruments, London Metropolitan University
- Richard Pereira
Structurer, Asset Finance Group, Nomura International PLC
"Once again the prolific Moorad Choudhry has triumphed in producing a comprehensive and lucid guide to an area of the financial markets--this time fixed income and derivatives. I believe his books will come to be seen as the definitive guides to the money and capital markets. Choudhry is a true master of his subject in that he understands its complexities, and because his books are highly readable, he is able to reach out and educate a wider audience."
- David Wileman
CEO, King & Shaxson Limited
"Choudhry has written a comprehensive book on fixed-income markets that will appeal to both seasoned practitioners and novices. He has skillfully combined intuitive rationale with mathematical thoroughness to provide a clear exposition of cutting-edge techniques used in the marketplace. It will give readers a clear and deep understanding of the market in a way that is bound to make it required reading for all serious practitioners."
- Dr. Haris Kessaris
Equity Derivatives, KBC Financial Products, London
"A broad yet comprehensive outline of the fixed-income market and its derivatives. This book is useful for the starter in the markets as well as the experienced professional and academic researcher."
- Aaron Nematnejad
Japanese Equity and Convertible Bond Sales Department, Daiwa Securities
"Any reader who is looking to learn more about fixed income--and ensure the knowledge that he gains is applicable to today's financial markets--should pick up a copy of this book. It is a valuable read for any scholar or practitioner."
- Rod Pienaar
Director, Global Investment Bank
"Once again a superlative work from Dr. Moorad Choudhry, this time focusing on U.S. instruments and applications. A must-buy for anyone with an interest in fixed-income securities and derivatives."
- Ketul Tanna
Market Risk Management Group, JPMorgan Chase, London
"Choudhry's book provides clear and comprehensive coverage of a wide range of concepts and calculations crucial to a practitioner’s understanding of modern fixed-income security markets. Fixed-Income Securities and Derivatives Handbook takes the reader from the basic bond instruments through yield-curve modeling and options and into relatively new fields of credit derivatives and inflation-linked bonds. The examples help to clarify difficult ideas and to demystify some of the complex algebra associated with this area. The book will appeal to many levels of readers, both in the university sector and in financial markets."
- Brian A. Eales
Principal Lecturer in Financial Instruments, London Metropolitan University
Product Description
Today's financial practitioners need to be fully conversant with the differences in the way that bonds are structured, valued, and traded. "Fixed Income Securities and Derivatives Handbook is a comprehensive guide to the array of techniques and applications used in analysis and valuation of principal debt market instruments. With a wide range of methodologies covered, the reader will gain a solid understanding of fixed-income securities and their associated derivatives. The book investigates the fundamentals of fixed-income analysis by reviewing its underpinnings alongside the latest research and presenting it in an accessible way, whether the practitioner is new to the field or seasoned and needing a refresher on new developments. The research is summarized in a way that enables readers to apply results to their individual requirements. A mix of academic theory and market practice, "Fixed Income Securities and Derivatives Handbook presents an enlightening framework so readers can obtain a firm grounding in fixed-income analytics.
Inside This Book
(Learn More)
First Sentence
Part One describes fixed-income market analysis and the basic concepts relating to bond instruments. Read the first page
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
Part One describes fixed-income market analysis and the basic concepts relating to bond instruments. Read the first page
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Concordance
Browse Sample PagesConcordance
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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Most Helpful Customer Reviews on Amazon.com (beta)
Amazon.com:
4.0 out of 5 stars (3 customer reviews)
13 of 15 people found the following review helpful
5.0 out of 5 stars
Really good for newbie, Dec 30 2005
By Yanpeng Guo - Published on Amazon.com
Amazon Verified Purchase(What's this?)
This review is from: Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation (Hardcover)
By saying newbie, I mean at least you should know some basic terminology like duration, convexity, interest rake risk, etc. It's really for those who have some basic knowledge on fixed income securiteis and want to explore more in depth. I personally read some chapters from Fabozzi's handbook, and feel like it's not very technical oriented and I prefer this one.Haven't finished reading yet, but so far, very comprehensive, concise and lucid.
11 of 14 people found the following review helpful
4.0 out of 5 stars
introduces the key ideas like Black-Sholes option modelling, Jun 5 2006
By W Boudville - Published on Amazon.com
This review is from: Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation (Hardcover)
Starting from scratch, assuming just a basic knowledge of calculus and the summation of series, Choudhry explains important ideas about how securities and derivatives are priced. Crucial concepts like how to model interest rates, and the various models that do exist for this purpose, are also gone into. This is built upon with the use of interest rate swaps, of varying complexity.For options, there is the seminal Black-Scholes model. It is shown to be easy to understand, resting on the assumption of a Weiner process for the asset pricing. More elaborate option modelling is possible, and several of these are discussed.
1 of 2 people found the following review helpful
3.0 out of 5 stars
Good introduction but not enough depth, July 10 2011
By Matt - Published on Amazon.com
Amazon Verified Purchase(What's this?)
This review is from: Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation (Hardcover)
Explanations are a bit rushed. I wish the author took more time to explain the logic behind some of the equations.
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