Moorad Choudhry

Max Wong

David Moskovic

A comprehensive, in-depth look at global debt capital markets inthe post-crisis world Fully updated with comprehensive coverage of the post-crisisdebt markets and their impact on key industry issues, FixedIncome Markets: Management, Trading, and Hedging, SecondEdition offers insights into derivative pricing, cross-currencyhedging, and new liquidity legislation. Written by Choudhry,Moskovic, and Wong, Fixed Income Markets is an indispensableread for anyone working in bond markets, interest-rate markets, andcredit derivatives markets looking to better understand today'sdebt markets. This acclaimed book takes a unique look into the leadingpractices in bond markets as well as post-credit-crunch impacts onpricing that are rarely captured in textbooks. The new editionprovides expanded coverage on a wide range of topics withinhedging, derivatives, bonds, rebalancing, and global debt capitalmarkets. New topics include: Dynamic hedging practices and cross-currency hedging Collateralized and uncollateralized derivatives, and theirimpact on valuation Callable bonds, pricing, trading, and regulatory aspectsrelated to liquidity Rebalancing as a method for capturing contingencies and othercomplex imbedded risks As a bonus, the book includes reference information forstatistical concepts and fixed income pricing, as well as a fullglossary and index. Written in Choudhry's usual accessible style,Fixed Income Markets is a comprehensive and in-depth accountof the global debt capital markets in today's post-crisisworld.

Management, Trading and Hedging

Fixed Income Markets

This is an essential introduction to modern financial market risk management. Completely updated with the latest in the field, the book includes all new material on VaR in bank incremental default risk charge calculation, and Basel III and use of VaR in regulatory capital analysis. Capitalizing on his experience in the financial markets, the author illustrates topics with Bloomberg screens, worked examples, exercises, and case studies. Ideal for students and practitioners, the book additionally covers related issues such statistics and volatility and correlation. With a foreword by Carol Alexander and a contributing chapter from Max Wong.

Max Wong

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