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Capital market instruments analysis and valuation
Title
Capital market instruments [electronic resource] : analysis and valuation / Moorad Choudhry [and others].
ISBN
9780230279384
0230279384
9780230576032
0230576036
Edition
3rd ed.
Published
Basingstoke ; New York : Palgrave Macmillan, 2010.
Physical Description
1 online resource (xxvii, 546 pages) : illustrations
Local Notes
Access is available to the Yale community.
Notes
Electronic reproduction. [S.l.] : HathiTrust Digital Library, 2011.
English.
Access and use
Access restricted by licensing agreement.
Summary
The third edition of Capital Market Instruments: Analysis and Valuation is a fully revised and updated guide to the most important products in use in the financial markets today, providing clear understanding of key concepts, mathematical techniques and market analysis. There is detailed coverage of debt and equity products and market conventions, illustrated with worked examples and case studies of events in the industry. The book is accompanied by web-based software for a yield curve construction model, enabling readers to set up an Excel application to calculate spot and forward interest rates. In this new edition, all chapters are updated to reflect the latest market developments. There is also a succinct analysis of the 2007-2008 financial crisis, with lessons learned and recommendations for market practitioners. The authors have extensive experience in investment banking, quantitative analysis, bond trading and risk management, and provide valuable insight and understanding of the financial markets.
Variant and related titles
Palgrave Economics & Finance collection 2010. OCLC KB.
Other formats
Print version: Capital market instruments. 3rd ed. Basingstoke ; New York : Palgrave Macmillan, 2010
Format
Books / Online
Language
English
Added to Catalog
February 27, 2018
Bibliography
Includes bibliographical references and index.
Contents
Introduction to financial market instruments
Market-determined interest rates, and the time value of money
Money market instruments and foreign exchange overview
Fixed income securities I : the bond markets
Fixed income securities II : interest-rate risk
Fixed income securities III : credit analysis, bond spreads and relative value measurement
Interest rate modelling
Fitting the yield curve
B-spline modelling and fitting the term structure
Inflation-indexed bonds and derivatives
Term structure construction using QuantLib
An introduction to asset-backed securities and securitisation
Mortgage-backed securities
Collateralised debt obligations
Short-term interest-rate derivatives
Swaps
Options I
Options II
Options III
Credit derivatives
Introduction to equity instrument analysis
Introduction to financial ratio analysis
Value-at-risk and credit VaR
Origins and impact of a financial crisis.
Subjects
Genre/Form
Electronic books.
Electronic books.
Also listed under
Palgrave Connect (Online service)
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