Capital market instruments Analysis and valuation /

Revised and updated guide to some of the most important issues in the capital markets today, with an emphasis on fixed-income instruments. Fundamental concepts in equity market analysis, foreign exchange and money markets are also covered to provide a comprehensive overview. Analysis and valuation t...

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Bibliographic Details
Main Authors: Landuyt, Gino, 1969-
Group Author: Choudhry, Moorad.; Joannas, Didier.; Pereira, Richard, 1969-; Pienaar, Rod.
Published:
Literature type: Electronic Software eBook
Language: English
Edition: 3rd rev. ed.
Subjects:
Online Access: http://www.palgraveconnect.com/doifinder/10.1057/9780230279384
Summary: Revised and updated guide to some of the most important issues in the capital markets today, with an emphasis on fixed-income instruments. Fundamental concepts in equity market analysis, foreign exchange and money markets are also covered to provide a comprehensive overview. Analysis and valuation techniques are given for practical application.
'Gillian Tett, in her book Fool's Gold, has produced a thorough, journalistic account of the causes of the global financial crisis. This book's strength is as an analytical study of the instruments themselves and ... its aim -- to provide a thorough understanding of financial markets -- deserves a wide audience. It is not only bankers, regulators and politicians who need to understand the world of complex financial instruments. Journalists and academics also have a duty to comprehend and explain.' - from the Foreword, Vincent Cable, MP for Twickenham& Liberal Democrat Deputy Leader and Shadow Chancellor of the Exchequer.
Item Description: Electronic book text.
Originally published in: 2004.
Carrier Form: 576 p. : 49 figures, 4.
ISBN: 9780230576032
9780230279384 :
0230279384 :
CLC: F830.59
Contents: PART I: 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 II: 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 III: STRUCTURED FINANCIAL PRODUCTS Mortgage Backed Securities I Mortgage Backed Securities II Collateralized Debt Obligations PART IV: DERIVATIVE INSTRUMENTS Short Term Interest Rate Derivatives Swaps Option I Options II Options III Credit Derivatives PART V: EQUITY INSTRUMENT ANALYSIS Introduction to Equity Instrument Analysis Introduction to Financial Ratio Analysis PART VI: RATE APPLICATIONS SOFTWARE Rate Computer Software.