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Capital market instrumentsanalysis a...

Choudhry, Moorad.

Capital market instrumentsanalysis and valuation /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Capital market instrumentsMoorad Choudhry ... [et al.].
其他題名:	analysis and valuation /
其他作者:	Choudhry, Moorad.
出版者:	Basingstoke ;Palgrave Macmillan,2010.
面頁冊數:	xxvii, 546 p. :ill. ;24 cm.
標題:	Capital market.
電子資源:	access to fulltext (Palgrave)
ISBN:	9780230279384

Capital market instrumentsanalysis and valuation /
Capital market instrumentsanalysis and valuation /[electronic resource] :Moorad Choudhry ... [et al.]. - 3rd ed. - Basingstoke ;Palgrave Macmillan,2010. - xxvii, 546 p. :ill. ;24 cm.

Includes bibliographical references and index.

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 securitiesIII : 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 bondsand 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.

The third edition of Capital Market Instruments: Analysis and Valuation is a fully revised and updated guide to the most important productsin use in the financial markets today, providing clearunderstanding 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 alsoa 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.

Electronic reproduction.
Basingstoke, England :
Palgrave Macmillan,
2010.

Mode of access:World Wide Web.

ISBN: 9780230279384

Standard No.: 10.1057/9780230279384doiSubjects--Topical Terms:

184940
Capital market.
Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: HG4523 / .C335 2010

Dewey Class. No.: 332/.0415

Capital market instrumentsanalysis and valuation /
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250 $a 3rd ed.
260 $a Basingstoke ; $a New York : $b Palgrave Macmillan, $c 2010.
300 $a xxvii, 546 p. : $b ill. ; $c 24 cm.
504 $a Includes bibliographical references and index.
505 0 $a 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 securitiesIII : 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 bondsand 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.
520 $a The third edition of Capital Market Instruments: Analysis and Valuation is a fully revised and updated guide to the most important productsin use in the financial markets today, providing clearunderstanding 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 alsoa 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.
533 $a Electronic reproduction. $b Basingstoke, England : $c Palgrave Macmillan, $d 2010. $n Mode of access:World Wide Web. $n System requirements: Web browser. $n Title from title screen (viewed on Apr. 12, 2010). $n Access may be restricted to users at subscribing institutions.
650 0 $a Capital market. $3 184940
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