info@ifc.ir   021-66724545
  پارسی   English   العربیه

The Global Money Markets

توضیحات

The Global Money Markets is the ultimate and most comprehensive guide to the world's money markets and the products that make up this vital element of the global economy. Written in a clear, accessible style, and including the most up-to-date information, this book is a great resource for all finance professionals, including market traders, salespeople, and corporate treasurers.

For the first time, this book brings together the complete range of products used in markets around the world. Through extensive use of real-world examples, case studies, and Bloomberg screens, every aspect of the market is described and analyzed in detail.

The instruments covered include:
* Traditional debt instruments such as bills, CDs, and bankers acceptances
* Corporate debt products, including commercial paper and medium-term notes
* The new range of securitized products, including short-term asset-backed securities and mortgage-backed securities
* Asset-backed CP conduits
* Floating-rate notes
* Derivative instruments, including short-term interest rate futures and swaps
* Repurchase and reverse repurchase agreements

This book is the complete reference work on the global money markets, written by the leading names in the business. The Global Money Markets is vital reading for anyone with an interest in money market products, practices, and mechanics.


FRANK J. FABOZZI, PhD, CFA, is Editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Dr. Fabozzi is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate in economics from the City University of New York in 1972 and, in 1994, received an honorary doctorate of humane letters from Nova Southeastern University. Dr. Fabozzi is a Fellow of the International Center for Finance at Yale University.
STEVEN V. MANN is Professor of Finance at the Moore School of Business, University of South Carolina. He has coauthored two previous books and numerous articles in the area of investments, primarily fixed-income securities and derivatives. Professor Mann is an accomplished teacher, winning seventeen awards for excellence in teaching. He also works as a consultant to investment/commercial banks and has conducted training programs for financial institutions throughout the United States.
MOORAD CHOUDHRY is a Vice President in structured finance services with JPMorgan Chase Bank in London. He traded sterling money markets at ABN Amro Hoare Govett Limited and at Hambros Bank Limited. Moorad is a Fellow of the Centre for Mathematical Trading and Finance, City University Business School, and is Editor of the Journal of Bond Trading and Management. He has written several books in the area of fixed-income securities.
About the Authors.

Acknowledgements.

Introduction.

Money Market Calculations.

U.S. Treasury Bills.

Agency Instruments.

Corporate Obligations:Commercial Paper and Medium-Term Notes.

Debt Obligations of Financial Institutions.

Floating-Rate Securities.

Repurchase and Reverse Repurchase Agreements.

Short-Term Mortgage-Backed Securities.

Short-Term Asset-Backed Securities.

Futures and Forward Rate Agreements.

Swaps and Caps/Floors.

Asset and Liability Management.

Bank Regulatory Capital.

Index.