Capital market instruments
Subtitle: analysis and valuation
By: Moorad Choudhry ... [et al.].
Contributors: Choudhry, Moorad.
Edition: 3rd ed.
Publisher: Palgrave Macmillan
Published: 2010
Place of publication: New York
Language: eng
Number of pages: 574
ISBN-13: 9780230576032
Subjects: Capital market; Financial instruments; Investment analysis
Description: "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.
Notes: Includes bibliographical references and index.
Table of contents: title: Machine generated contents note: PART 1: INTRODUCTION * Introduction to Financial Market Instruments * Market-Determined Interest Rates and the Time Value of Money * The 2007-2008 financial market crisis: origins and lessons learned * PART 2: DEBT CAPITAL MARKET CASH INSTRUMENTS * Money Market Instruments and Foreign Exchange * Fixed Income Securities I * Fixed Income Securities II: Interest Rate Risk * Fixed Income Securities II: Option Adjusted Spread Analysis I * Interest Rate Modelling * Fitting the Yield Curve * Spline Methodology and Fitting the Yield Curve * Inflation-Index Bonds * PART 3: STRUCTURED FINANCIAL PRODUCTS * Mortgage Backed Securities I * Mortgage Backed Securities II * Collateralised Debt Obligations * PART 4: DERIVATIVE INSTRUMENTS * Short Term Interest Rate Derivatives * Swaps * Option I *; title: Options II * Options III * Credit Derivatives * PART 5: EQUITY INSTRUMENT ANALYSIS *; title: Introduction to Equity Instrument Analysis * Introduction to Financial Ratio Analysis * PART 6: RATE APPLICATIONS SOFTWARE * Rate Computer Software; title: PART 1: INTRODUCTION * Introduction to Financial Market Instruments * Market-Determined Interest Rates and the Time Value of Money * The 2007-2008 financial market crisis: origins and lessons learned * PART 2: DEBT CAPITAL MARKET CASH INSTRUMENTS * Money Market Instruments and Foreign Exchange * Fixed Income Securities I * Fixed Income Securities II: Interest Rate Risk * Fixed Income Securities II: Option Adjusted Spread Analysis I * Interest Rate Modelling * Fitting the Yield Curve * Spline Methodology and Fitting the Yield Curve * Inflation-Index Bonds * PART 3: STRUCTURED FINANCIAL PRODUCTS * Mortgage Backed Securities I * Mortgage Backed Securities II * Collateralised Debt Obligations * PART 4: DERIVATIVE INSTRUMENTS * Short Term Interest Rate Derivatives * Swaps * Option I *; title: Options II * Options III * Credit Derivatives * PART 5: EQUITY INSTRUMENT ANALYSIS *; title: Introduction to Equity Instrument Analysis * Introduction to Financial Ratio Analysis * PART 6: RATE APPLICATIONS SOFTWARE * Rate Computer Software.