Capital Market Instruments
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Sold by Bahamut Media, Reading, United Kingdom
AbeBooks Seller since 15 August 2012
Used - Soft cover
Condition: Used - Very good
Ships from United Kingdom to U.S.A.
Quantity: 2 available
Add to basketSold by Bahamut Media, Reading, United Kingdom
AbeBooks Seller since 15 August 2012
Condition: Used - Very good
Quantity: 2 available
Add to basketThis book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping.
Seller Inventory # 6545-9780273654124
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.
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.
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