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Book Cover
E-book

Title Capital market instruments : analysis and valuation / Moorad Choudhry [and others]
Edition Third edition
Published Basingstoke ; New York : Palgrave Macmillan, 2010
Online access available from:
Springer eBooks    View Resource Record  

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Description 1 online resource (xxvii, 546 pages) : illustrations
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
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
Bibliography Includes bibliographical references and index
Notes Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL
digitized 2011 HathiTrust Digital Library committed to preserve pda MiAaHDL
Print version record
Subject Capital market.
Financial instruments.
Investment analysis.
Form Electronic book
Author Choudhry, Moorad.
Palgrave Connect (Online service)
LC no. 2009050197
ISBN 0230279384 (electronic bk.)
9780230279384 (electronic bk.)
(paperback)
(paperback)