The Global Money Markets

1. Auflage 2002
ISBN: 978-0-471-22093-0
Verlag: WILEY

Buch, Englisch, 328 Seiten, Format (B × H): 156 mm x 237 mm, Gewicht: 585 g

Reihe: Wiley Finance Series

Der Geldmarkt ist ein wichtiger Markt für kurzfristige Investitionen und Kredite. "The Global Money Markets" behandelt umfassend alle Aspekte der globalen Geldmärkte. Diskutiert werden u.a. alle Instrumente in den USA und Großbritannien sowie kurzfristig angelegte Finanzprodukte, z.B. forderungsbesicherte und hypothekarisch gesicherte Wertpapiere. Darüber hinaus werden die verschiedenen Konventionen für Geldmarktberechnungen ebenso anschaulich demonstriert, wie das Aktiv-Passiv-Management. Der Band erscheint in der fast 100 Titel starken 'Frank J. Fabozzi'-Reihe, einer wichtigen Informationsquelle für Finanzprofis und Akademiker, Finanzstrategen und -studenten in Trainings- und Vorbereitungskursen für die CFA-Prüfung.
Die Autoren sind renommierte Experten auf diesem Gebiet.

Autoren/Hrsg.

Fabozzi, Frank J.

Mann, Steven V.

Choudhry, Moorad

Inhaltsverzeichnis

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.

Über Autor(innen)

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.