Capital Market Instruments: Analysis and Valuation

Hardcover | January 15, 2010

byMoorad Choudhry, Didier Joannas, Richard Pereira

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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.
 

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From the Publisher

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 ...

MOORAD CHOUDRY is Head of Treasury at Europe Arab Bank PLC. Previously, he worked in investment banking in London, UK and as a gilt-edged market maker at ABN-AMRO Hoare Govett Sterling Bonds Ltd. He is also Visiting Professor at the department of Economics, Finance and International Business, London Metropolitan University. He is a Se...

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Format:HardcoverDimensions:576 pages, 10.54 × 6.18 × 1.22 inPublished:January 15, 2010Publisher:Palgrave MacmillanLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0230576036

ISBN - 13:9780230576032

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Table of Contents


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 *
Options II * Options III * Credit Derivatives * PART 5: EQUITY INSTRUMENT ANALYSIS *
Introduction to Equity Instrument Analysis * Introduction to Financial Ratio Analysis * PART 6: RATE APPLICATIONS SOFTWARE * Rate Computer Software