Capital market instruments Analysis and valuation /

Saved in:
Bibliographic Details
Main Authors: Choudhry, Moorad.
Group Author: Joannas, Didier.; Pereira, Richard, 1969-; Pienaar, Rod.
Published:
Literature type: Electronic Software eBook
Language: English
Edition: 2nd rev. ed.
Series: Finance and capital markets series
Subjects:
Online Access: http://www.palgraveconnect.com/doifinder/10.1057/9780230508989
Item Description: Ebook.
Originally published in: 2004.
Carrier Form: 576 p.
ISBN: 9781403947253
9780230508989 :
0230508987 :
CLC: F830.9
Contents: PART 1: INTRODUCTION Introduction to Financial Market Instruments Market-Determined Interest Rates and the Time Value of Money 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.