M. Choudhry

Moorad continues to demonstrate his financial expertise, and shows us why he is one of the best-selling authors in our industry today. - Eric Subliskey, Vice President, Short-Term Fixed Income JPMorga...

The 2nd edition of The Futures Bond Basis, is an updated and revised version of Professor Moorad Choudhry's succinct but in-depth look at the government bond futures contract basis. It includes essent...

This book describes and defines bonds within the context of the capital markets and the different types of bonds that are traded. It includes a detailed look at the analytical techniques used in the m...

The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fourth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Value...

Updated coverage of structured credit products with in-depth coverage of the latest developmentsStructured credit products are one of today's fastest growing investment and risk management mechanisms,...

Describes the repo instrument, its mechanics, and its operation with examples from the 2007-8 liquidity crisis.