Capital Market Instruments: Analysis and Valuation
Autor M. Choudhry, D. Joannas, G. Landuyt, R. Pereira, R. Pienaaren Limba Engleză Paperback – 27 noi 2009
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Specificații
ISBN-13: 9780230576032
ISBN-10: 0230576036
Pagini: 546
Ilustrații: XXVIII, 546 p. 43 illus.
Dimensiuni: 155 x 235 x 33 mm
Greutate: 0.84 kg
Ediția:Revizuită
Editura: Palgrave Macmillan UK
Colecția Palgrave Macmillan
Locul publicării:London, United Kingdom
ISBN-10: 0230576036
Pagini: 546
Ilustrații: XXVIII, 546 p. 43 illus.
Dimensiuni: 155 x 235 x 33 mm
Greutate: 0.84 kg
Ediția:Revizuită
Editura: Palgrave Macmillan UK
Colecția Palgrave Macmillan
Locul publicării:London, United Kingdom
Cuprins
PART I: INTRODUCTION Introduction to Financial Market Instruments Market-Determined Interest Rates and the Time Value of Money The 2007-2008 Financial Market Crisis: Origins and Lessons Learned PART II: DEBT CAPITAL MARKET CASH INSTRUMENTS Money Market Instruments and Foreign Exchange Fixed Income Securities I Fixed Income Securities II: Interest Rate Risk Fixed Income Securities II: Option Adjusted Spread Analysis I Interest Rate Modelling Fitting the Yield Curve Spline Methodology and Fitting the Yield Curve Inflation-Index Bonds PART III: STRUCTURED FINANCIAL PRODUCTS Mortgage Backed Securities I Mortgage Backed Securities II Collateralized Debt Obligations PART IV: DERIVATIVE INSTRUMENTS Short Term Interest Rate Derivatives Swaps Option I Options II Options III Credit Derivatives PART V: EQUITY INSTRUMENT ANALYSIS Introduction to Equity Instrument Analysis Introduction to Financial Ratio Analysis PART VI: RATE APPLICATIONS SOFTWARE Rate Computer Software
Recenzii
'Gillian Tett, in her book Fool's Gold, has produced a thorough, journalistic account of the causes of the global financial crisis. This book's strength is as an analytical study of the instruments themselves and ... its aim to provide a thorough understanding of financial markets deserves a wide audience. It is not only bankers, regulators and politicians who need to understand the world of complex financial instruments. Journalists and academics also have a duty to comprehend and explain.' - from the Foreword, Vincent Cable, MP for Twickenham& Liberal Democrat Deputy Leader and Shadow Chancellor of the Exchequer.
Notă biografică
MOORAD CHOUDHRY is Head of Treasury at Europe Arab Bank PLC. Previously, he worked in investment banking in London, UK and as a gilt-edged market maker at ABN-AMRO Hoare Govett Sterling Bonds Ltd. He is also Visiting Professor at the department of Economics, Finance and International Business, London Metropolitan University. He is a Senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School, London.
DIDIER JOANNAS works at Thomson Reuters. He was previously employed as Investment Banker at SunGard, Hong Kong and as a quantitative analyst and arbitrage trader at ABN-AMRO Hoare Govett Sterling Bonds Ltd.
GINO LANDUYT is Head of Treasury Sales at Europe Arab Bank plc in London. Prior to that he was Head of Mid-Cap Institutional Structured Sales at ING Bank in Brussels, and in sales and origination at KBC Bank NV in their Brussels, Frankfurt, New York and London offices.
FRANCIS RICHARD PEREIRA is an investment actuary, specializing in fixed income and alternative investments. Richard has worked for JPMorgan as an Executive Director in the Structured Alternative Investments business area. Prior to this, he was a senior executive within the Fixed Income divisions of Nomura and Dresdner Kleinwort Wasserstein. Richard is a qualified Actuary (FIA - Fellow of the Institute of Actuaries) and also qualified as a Chartered Accountant (ACA - Institute of Chartered Accountants in England and Wales) at KPMG.
ROD PIENAAR works on investment banking systems at UBS Equity Finance in London, UK. He has previously worked in risk management consulting, during which time he provided systems, process and risk consultancy services to a variety of investment banks.