Details

The Money Markets Handbook


The Money Markets Handbook

A Practitioner's Guide
1. Aufl.

von: Moorad Choudhry, Bob Beehler

69,99 €

Verlag: Wiley
Format: PDF
Veröffentl.: 07.12.2011
ISBN/EAN: 9781118178850
Sprache: englisch
Anzahl Seiten: 640

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Beschreibungen

In <i>The Money Markets Handbook</i> Moorad Choudhry provides, in one comprehensive volume, the description, trading, analysis and calculations of the major markets around the world, providing worked examples and exercises throughout to provide a landmark publication on this important topic. Unique features, including a list of conventions and trading rules in virtually every market in the world, means that this book is relevant to virtually every money market in the world. <ul> <li>Includes an in depth treatment of repo markets, asset and liability management, banking regulatory requirements and other topics that would usually be found only in separate books</li> <li>Written with clarity in mind, this book is vital reading for anyone with an interest in the global money markets</li> <li>Features coverage of derivative money market products including futures and swaps, and the latest developments not covered in current texts</li> </ul>
1. Money market instruments (the cash market, commercial paper, synthetic CP conduits). <p>2. Yield measures.</p> <p>3. Applications.</p> <p>4. The foreign exchange market.</p> <p>5. Floating-rate notes.</p> <p>6. Repo instruments (instruments and applications, market conventions).</p> <p>7. Money market derivatives (FRAs, futures, swaps inc OIS swaps).</p> <p>8. Asset-Liability management.</p> <p>9. Banking reg capital and basel II (capital adequacy, basel II).</p> <p>10. Selected country markets.</p> <p>11. Asset and liability management.</p>
“…weaves life into a dry topic” (<i>Gulf Business</i>, October 2005)
<b>Moorad Choudhry</b> is Head of Treasury at KBC Financial Products UK Limited in London. He previously worked as a government bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited, and in structured finance with JPMorgan Chase Bank. Moorad is a Visiting Professor at the Department of Economics, London Metropolitan University, and a Fellow of the Securities Institute in the City of London. He is co-editor with Professor Frank Fabozzi of <i>The Handbook of European Fixed Income Securities</i>.

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