| 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 |
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English |
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Print version record |
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digitized 2011 HathiTrust Digital Library committed to preserve pda MiAaHDL |
| Subject |
Capital market.
|
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Financial instruments.
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Investment analysis.
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BUSINESS & ECONOMICS -- Finance.
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Capital market
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Financial instruments
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Investment analysis
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Kapitalmarkt
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Finanzinstrument
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Bewertung
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Kapitalmarkt.
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Finanzinstrument.
|
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Finanzinnovation.
|
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Financial instruments.
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Capital markets.
|
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Investment analysis.
|
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Finanzinnovation.
|
| Form |
Electronic book
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| Author |
Choudhry, Moorad
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| LC no. |
2009050197 |
| ISBN |
9780230279384 |
|
0230279384 |
|
1282743368 |
|
9781282743366 |
|
9786612743368 |
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6612743360 |
|
