A comprehensive, in-depth look at global debt capital markets in the post-crisis world, Fixed Income Markets: Management, Trading and Hedging (Wiley Finance) by Moorad Choudhry offers insights into derivative pricing, cross-currency hedging, and new liquidity legislation. Fully updated for the second edition, this invaluable resource covers a wide range of topics within hedging, derivatives, bonds, rebalancing, and global debt capital markets. New to this edition are discussions on dynamic hedging practices, collateralized and uncollateralized derivatives, callable bonds, pricing and regulatory aspects related to liquidity, and rebalancing as a method for capturing contingencies and other complex imbedded risks. An essential read for professionals working in bond markets, interest-rate markets, and credit derivatives markets.