Fixed Income Securities and Derivatives Handbook: Analysis and Valuation

Praise for Fixed-Income Securities and Derivatives Handbook Second Edition
"I have been looking for books for my clients and obtained a copy of your book. I think it is the best book about fixed-income securities out there. The book is extremely well written and is the best resource I have found so far."
—Patrick Y. Shim, Financial Advisor, CG Investment Group, Wells Fargo Advisors, LLC
The Second Edition of the Fixed-Income Securities and Derivatives Handbook is a fully updated and expanded post-crash edition of Moorad Choudhry's bestselling guide. In this latest edition, he explains the new regulatory twists, the evolving derivatives market, as well as a new set of instruments and opportunities in the bond market.
Thoroughly updated and revised, this Second Edition includes new material on important topics such as:
A practical demonstration of cubic spline methodology, useful in constructing yield curves
The latest developments in the credit derivative market
An accessible analysis of credit default swap pricing principles
A description of inflation-indexed derivatives
A more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations
A new chapter on credit analysis and the different metrics used to measure bond-relative value
Written in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory.