An informative look at the world of short-term investing andborrowing
The Global Money Markets is the authoritativesource on short-term investing and borrowing-from instruments inthe U.S. and U.K., to asset-liability management. It also clearlydemonstrates the various conventions used for money marketcalculations and discusses other short-term structured financialproducts such as asset-backed securities and mortgage-backedsecurities.
Steven V. Mann (Columbia, SC) is Professor of Finance atthe Moore School of Business, University of South Carolina. He hascoauthored two previous books and numerous articles in the area ofinvestments and works as a consultant to investment/commercialbanks throughout the United States. Moorad Choudhry (Surrey, UK) isa Vice President of structured finance services with JPMorgan Chasein London. Prior to that he worked as a gilt-edged market maker and Treasury trader at ABN Amro Hoare Govett Sterling Bonds Limited, and as a sterling proprietary trader at Hambros Bank Limited.Moorad is a Senior Fellow at the Centre for Mathematical Tradingand Finance, City University Business School.
John Wiley & Sons, Inc. is proud to be the publisher of theesteemed Frank J. Fabozzi Series. Comprising nearly 100titles-which include numerous bestsellers–The Frank J.Fabozzi Series is a key resource for finance professionals andacademics, strategists and students, and investors. The series isoverseen by its eponymous editor, whose expert instruction andpresentation of new ideas have been at the forefront of financialpublishing for over twenty years. His successful career hasprovided him with the knowledge, insight, and advice that has ledto this comprehensive series.
Frank J. Fabozzi, Ph D, CFA, CPA, is Editor of the Journalof Portfolio Management, which is read by thousands ofinstitutional investors, as well as editor or author of over 100books on finance for the professional and academic markets.Currently, Dr. Fabozzi is an adjunct Professor of Finance at Yale University’s School of Management and on the board of directors ofthe Guardian Life family of funds and the Black Rock complex offunds.
Table des matières
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.
A propos de l’auteur
FRANK J. FABOZZI, Ph D, 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 ofthe Guardian Life family of funds and the Black Rock complex offunds. He earned a doctorate in economics from the City Universityof New York in 1972 and, in 1994, received an honorary doctorate ofhumane 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 twoprevious books and numerous articles in the area of investments, primarily fixed-income securities and derivatives. Professor Mannis an accomplished teacher, winning seventeen awards for excellencein teaching. He also works as a consultant to investment/commercialbanks and has conducted training programs for financialinstitutions throughout the United States.
MOORAD CHOUDHRY is a Vice President in structured finance serviceswith JPMorgan Chase Bank in London. He traded sterling moneymarkets at ABN Amro Hoare Govett Limited and at Hambros Bank Limited. Moorad is a Fellow of the Centre for Mathematical Tradingand Finance, City University Business School, and is Editor of the Journal of Bond Trading and Management. He has written severalbooks in the area of fixed-income securities.
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