Capital Market Instruments: Analysis and valuationThis 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. |
Contents
2 | |
Part II Debt Capital Market Cash Instruments | 23 |
Part III Structured Financial Products | 215 |
Part IV Derivative Instruments | 309 |
Part V Equity Capital Markets | 449 |
Part VI Risk Measurement and ValueatRisk | 477 |
Part VII RATE Applications Software | 519 |
Other editions - View all
Capital Market Instruments: Analysis and valuation M. Choudhry,D. Joannas,R. Pereira,R. Pienaar No preview available - 2005 |
Capital Market Instruments: Analysis and Valuation Moorad Choudhry,Didier Joannas,Richard Pereira,Rod Pienaar No preview available - 2005 |
Common terms and phrases
amount analysis applied approach asset assume bank basis borrowing calculate capital cash flows chapter Class consider contract conventional corporate cost coupon credit derivatives credit risk deal debt default default swap described discount factor distribution duration effect equal equation event example expected exposure expression fall Figure fixed forward rate function funds futures given hedge higher holding increase inflation interest interest rate interest-rate investment investors issue known Libor liquidity loan loss lower manager maturity means measure method months mortgage notes obtain option original payment period portfolio position premium present value principal probability protection quoted received reference result risk securities sell share short shown specified spot rate spread standard structure swap synthetic Table term term structure trading usually volatility yield curve zero zero-coupon