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...

Full description

Saved in:
Bibliographic Details
Main Authors: Choudhry, Moorad (Author), Joannas, Didier (Author), Pereira, Richard (Author), Pienaar, Rod (Author)
Format: Electronic eBook
Language:English
Published: London Palgrave Macmillan UK 2005
Edition:Second edition
Subjects:
Online Access:DE-12
DE-634
DE-526
DE-521
DE-1043
DE-M347
DE-92
DE-898
DE-1049
DE-523
DE-Re13
DE-91
DE-473
DE-19
DE-355
DE-703
DE-20
DE-706
DE-824
DE-29
DE-739
Volltext
Summary: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
Physical Description:1 Online-Ressource (XXVIII, 548 Seiten)
ISBN:9780230508989
DOI:10.1057/9780230508989

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text