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Fixed Income Markets Articles

A Synopsis On the Forward, Discount, and Zero Interest Rate Functions	K. O. Kortanek and V. G. Medvedev April 2014 free download pdf (313KB)
5 Essential Steps to Learn to Trade Forex	ForexTraders.com September 2010 free download pdf (312KB)
A Primer on the Yield Curve, and Spot and Forward Interest Rates	Moorad Choudhry March 2008 free download pdf (247KB)
The determinants of the swap spread	Moorad Choudhry September 2006 free download pdf (112KB)
Zero-coupon convertible bonds	Moorad Choudhry March 2006 free download pdf (90KB)
Relative value analysis: calculating corporate bond spreads	Moorad Choudhry February 2006 free download pdf (160KB)
Will Basel II affect the growth of the Structured Credit Products market? Visitors can see the Abstract here	Kapil Chadda and Aloysius David January 2005 free download pdf (493KB)
The Government Bond Futures Basis Part 3 of the three-part serialisation	Moorad Choudhry January 2005 free download pdf (594KB)
The Government Bond Futures Basis Part 2 of the three-part serialisation	Moorad Choudhry December 2004 free download pdf (473KB)
The Government Bond Futures Basis Part 1 of the three-part serialisation	Moorad Choudhry November 2004 free download pdf (785KB)
Abstract on forthcoming Futures Bond Basis serialisation	Moorad Choudhry October 2004 free download 30KB
The YieldCurve.com 3-Month Forward Rate Excel Calculator	Stuart Turner October 2004 free download pdf (41KB)
Inflation-Indexed Derivatives	Moorad Choudhry August 2004 free download pdf (68KB)
Foreword to Euromoney "Guide to Securitisation 2004"	Moorad Choudhry July 2004 free download 256KB
The Project Finance CLO as published in the Euromoney Syndicated Lending Handbook 2004	Ketul Tanna January 2004 free download pdf (114KB)
CDO of ABS: a primer on performance metrics and test measures	Suleman Baig December 2003 free download pdf (182KB)
Chapter 1 from the book 'Value-at-Risk: Theory and Practice' by Glyn Holton	Glyn Holton February 2003 free download pdf (502KB)
The Process of Securitisation	Anuk Teasdale January 2003 free download pdf (175KB)
The TED spread trade: illustration of the analytics using Bloomberg	Aaron Nematnejad January 2003 free download pdf (196KB)
Securitisation in Emerging Markets: observations from the Mexican capital market	Maria Victoria Rivas Torres, Association of Colombia Economists November 2002 free download pdf (224KB)
Implications of e-trading in fixed income markets	Graham 'Harry' Cross October 2002 free download pdf (840KB)
An introduction to the Foreign Exchange Market	Moorad Choudhry September 2002 free download pdf (124KB)
Extract on the UK Gilt Market from 'The Repo Handbook'	Moorad Choudhry May 2002 free download pdf (518KB)
Introduction to bootstrapping using discount factors	Moorad Choudhry May 2002 free download pdf (109KB)
The Causes of the 1997-98 Asian Economic Crisis: A review of the academic literature and Comparison between Indonesia and South Korea	Aaron Nematnejad June 2000 free download pdf (195KB)

Market Research

Fixed Income Markets

Credit Derivatives and Synthetic Structures

Derivatives and Financial Engineering

Relative Value and Quantitative Analysis

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