Capital Market Instruments
Language: English
Published by Financial Times/ Prentice Hall, 2001
- Softcover
- Used

Seller: Greener Books, London, United KingdomGreener Books
AbeBooks seller since October 31, 2007
Condition: Used - Very good
£ 10.66
Quantity: 1 available
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- Title
- Capital Market Instruments
- Author
- Choudhry, M and Pienaar, R. and Pereira, Richard and Didier, Joannas
- Publisher
- Financial Times/ Prentice Hall
- Publication year
- 2001
- Condition
- Used; Very Good
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0273654128
- ISBN 13
- 9780273654124
The book also includes the RATETM specialist computer application designed to introduce readers to yield curve modelling, vanilla interest rate swaps and caps. The programme makes available the C++ source code.
"Synopsis" may belong to another edition of this title.
About the Author
Moorad Choudhry
is a vice-president in structured finance services with JPMorganChase in London. He previously traded gilts and money markets with ABN Amro Hoare Govett Sterling Bonds, and was a sterling proprietary trader at Hambros Bank. He is editor of the Journal of Bond Trading and Management, and is a senior Fellow at the Centre for Mathematical Trading and Finance, City University Business School.
Didier Joannas is a regional director with SunGard Trading and Risk Systems in Hong Kong. He worked in the City of London as a quantitative analyst and arbitrage trader on the gilt-edged market-making desk at ABN Amro Hoare Govett Sterling Bonds and ABN Amro Securities (UK). Dr Joannas obtained his PhD from the University of Lyon St Étienne in France, specializing in optimum design in aerodynamics.
Richard Pereira is a member of the credit derivatives and securitisation team at Dresdner Kleinwort Wasserstein in London. He trained as a chartered accountant after gaining a first–class degree in mathematics from Imperial College, University of London.
Rod Pienaar is a business analyst with Deutsche Bank in London, a member of the project group providing technical analysis to the corporate and investment banking division. He graduated in commerce and accounting from the University of Witwatersrand in South Africa, before working as a consultant specializing in market risk management.
"About the title" may belong to another edition of this title.
Greener Books
London, United Kingdom
AbeBooks seller since October 31, 2007
Shipping rates from United Kingdom to U.S.A.
| Item | 14 to 21 business days | 14 to 21 business days |
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