Capital market instruments : analysis and valuation / Moorad Choudhry ... [et al.].
- 3rd ed.
- Basingstoke ; New York : Palgrave Macmillan, 2010.
xxvii, 546 p. : ill. ; 24 cm.
- Capital market.
- "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.
- 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
Collateralised debt obligations
Short-term interest-rate derivatives
Introduction to equity instrument analysis
Introduction to financial ratio analysis
Value-at-risk and credit VaR
Origins and impact of a financial crisis.
- Includes bibliographical references and index.
- Choudhry, Moorad.
- 9780230576032 (pbk.)
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