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Capital Market Instruments: Analysis and valuation: Finance and Capital Markets Series

Autor M. Choudhry, D. Joannas, R. Pereira, R. Pienaar
en Limba Engleză Paperback – 2005
This book is a revised and updated guide to some of the most important issues in the capital markets today, with an emphasis on fixed-income instruments such as index-linked bonds, asset backed securities, mortgage backed securities and related products such as credit derivatives. However, fundamental concepts in equity market analysis, foreign exchange and money markets are also covered to provide a comprehensive overview. The focus is on analysis and valuation techniques, presented for the purposes of practical application. The book includes an accompanying CD-ROM with RATE software, designed to introduce readers to yield curve modelling. It also includes calculators for vanilla interest rate swaps and caps.
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Specificații

ISBN-13: 9781349524266
ISBN-10: 1349524263
Pagini: 548
Ilustrații: XXVIII, 548 p. 85 illus.
Dimensiuni: 140 x 216 mm
Greutate: 0.66 kg
Ediția:2nd ed. 2005
Editura: Palgrave Macmillan UK
Colecția Palgrave Macmillan
Seria Finance and Capital Markets Series

Locul publicării:London, United Kingdom

Cuprins

PART 1: INTRODUCTION Introduction to Financial Market Instruments Market-Determined Interest Rates and the Time Value of Money PART 2: 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 3: STRUCTURED FINANCIAL PRODUCTS Mortgage Backed Securities I Mortgage Backed Securities II Collateralised Debt Obligations PART 4: DERIVATIVE INSTRUMENTS Short Term Interest Rate Derivatives Swaps Option I Options II Options III Credit Derivatives PART 5: EQUITY INSTRUMENT ANALYSIS Introduction to Equity Instrument Analysis Introduction to Financial Ratio Analysis PART 6: RATE APPLICATIONS SOFTWARE Rate Computer Software

Notă biografică

MOORAD CHOUDRY works in investment banking in the City of London, UK. He was previously 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 for SunGard in investment banking in Hong Kong. He was previously employed as a quantitative analyst and arbitrage trader at ABN-AMRO Hoare Govett Sterling Bonds Ltd.

RICHARD PEREIRA works for the credit derivatives and securitization team at Dresdner Kleinwort Wasserstein. Previously, he worked as a market risk consultant at leading investment banks.

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.