An Introduction to Repo Markets
Author | : Moorad Choudhry |
Publisher | : John Wiley & Sons |
Total Pages | : 230 |
Release | : 2011-01-31 |
ISBN-10 | : 9781119995005 |
ISBN-13 | : 1119995000 |
Rating | : 4/5 (000 Downloads) |
Download or read book An Introduction to Repo Markets written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2011-01-31 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Repo markets have grown dramatically in the past few years because of the need to hedge short positions in the capital and derivatives markets. Virtually all major currency markets in the world now have an established repo market, the facility is also increasingly being used in developing currency markets as well. This book is a practical introduction that focuses on the instruments, applications and risk management techniques essential for this rapidly evolving market. Fully updated to reflect the changes in these markets, the book also includes worked examples and case studies, and new sections on basket and structured finance repo.