The bond & money markets : strategy, trading, analysis

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 indice.

PART I - Introduction to the Bond Markets
PART II - Government Bond Markets
PART III - Corporate Debt Markets
PART IV - The Money Markets
PART V - Risk Management
PART VI - Derivative Instruments
PART VII - Approaches to Trading and Hedging
PART VIII - Advanced Fixed Income Analytics
PART IX - Portfolio Management
PART X - Technical Anlysis
PART XI - Introduction to Credit Derivatives
PART XII - Emerging Bond Markets