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Title Capital market instruments : analysis and valuation / Moorad Choudhry ... [and others]
Edition Third edition
Published Basingstoke ; New York : Palgrave Macmillan, 2010


Location Call no. Vol. Availability
 MELB  332.0415 Cho/Cmi 2010  AVAILABLE
Description xxvii, 546 pages : illustrations ; 24 cm
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 "This is an updated guide to some of the most important issues in the capital markets today. Fundamental concepts in equity market analysis, foreign exchange and money markets are also covered to provide a comprehensive overview. The book includes an accompanying CD-ROM with RATE software, designed to introduce readers to yield curve modelling"--Provided by publisher
Bibliography Includes bibliographical references and index
Subject Capital market.
Financial instruments.
Investment analysis.
Author Choudhry, Moorad.
LC no. 2009050197
ISBN 9780230576032 paperback
0230576036 paperback