Capital Market Instruments: Analysis and valuation

This book is a revised and updated guide to some of the most important issues in the capital markets today, with an emphasis on fixed-income instruments such as index-linked bonds, asset backed securities, mortgage backed securities and related products such as credit derivatives. However, fundament...

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Hauptverfasser: Choudhry, Moorad (VerfasserIn), Joannas, Didier (VerfasserIn), Pereira, Richard (VerfasserIn), Pienaar, Rod (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: London Palgrave Macmillan UK 2005
Ausgabe:Second edition
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Zusammenfassung:This book is a revised and updated guide to some of the most important issues in the capital markets today, with an emphasis on fixed-income instruments such as index-linked bonds, asset backed securities, mortgage backed securities and related products such as credit derivatives. However, fundamental concepts in equity market analysis, foreign exchange and money markets are also covered to provide a comprehensive overview. The focus is on analysis and valuation techniques, presented for the purposes of practical application. The book includes an accompanying CD-ROM with RATE software, designed to introduce readers to yield curve modelling. It also includes calculators for vanilla interest rate swaps and caps
Beschreibung:1 Online-Ressource (XXVIII, 548 Seiten)
ISBN:9780230508989
DOI:10.1057/9780230508989

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