Capital Market Instruments: Analysis and valuation (Finance and Capital Markets Series) - Softcover

Choudhry, M.; Joannas, D.; Pereira, R.; Pienaar, R.

 
9781349524266: Capital Market Instruments: Analysis and valuation (Finance and Capital Markets Series)
Softcover
ISBN 10: 1349524263 ISBN 13: 9781349524266
Publisher: Palgrave Macmillan, 2005

Synopsis

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.

"synopsis" may belong to another edition of this title.

About the Author

MOORAD CHOUDRY works in investment banking in the City of London, UK. He was previously 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 Senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School, London.

DIDIER JOANNAS works for SunGard in investment banking in Hong Kong. He was previously employed as a quantitative analyst and arbitrage trader at ABN-AMRO Hoare Govett Sterling Bonds Ltd.

RICHARD PEREIRA works for the credit derivatives and securitization team at Dresdner Kleinwort Wasserstein. Previously, he worked as a market risk consultant at leading investment banks.

ROD PIENAAR works on investment banking systems at UBS Equity Finance in London, UK. He has previously worked in risk management consulting, during which time he provided systems, process and risk consultancy services to a variety of investment banks.

"About this title" may belong to another edition of this title.

Publisher
Palgrave Macmillan
Publication date
2005
Language
English
ISBN 10 
1349524263
ISBN 13 
9781349524266
Binding
Paperback
Edition number
2
Number of pages
576

Other Popular Editions of the Same Title

9780273654124: Capital Market Instruments

Featured Edition

ISBN 10:  0273654128 ISBN 13:  9780273654124
Publisher: Financial Times/ Prentice Hall, 2001
Softcover