Fixed-Income Securities and Derivatives Handbook

Regulatory changes, volatile markets, incalculable valuations, mark-to-market accounting: these are just a few of the dramatic changes to occur since the great credit crash of 2008. In this fully updated and expanded post-crash edition of the handbook, Moorad Choudhry explains the new regulatory twists affecting the fixed-income market, the evolving derivatives market, as well as new instruments and opportunities in the bond market. A mix of practical tips and academic theory, the second edition includes new material on covered bonds, credit derivatives, convertible bonds, swaps, synthetic securitization, bond portfolio management, and more.