Capital Market Instruments: Analysis and Valuation

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9780230576032: Capital Market Instruments: Analysis and Valuation
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The third edition of Capital Market Instruments: Analysis and Valuation is a fully revised and updated guide to the most important products in use in the financial markets today, providing clear understanding of key concepts, mathematical techniques and market analysis. There is detailed coverage of debt and equity products and market conventions, illustrated with worked examples and case studies of events in the industry. The book is accompanied by web-based software for a yield curve construction model, enabling readers to set up an Excel application to calculate spot and forward interest rates. In this new edition, all chapters are updated to reflect the latest market developments. There is also a succinct analysis of the 2007-2008 financial crisis, with lessons learned and recommendations for market practitioners.

The authors have extensive experience in investment banking, quantitative analysis, bond trading and risk management, and provide valuable insight and understanding of the financial markets. www.quantlib.org  

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From the Back Cover:

Over the last 30 years, the capital markets industry has undergone an unprecedented transformation, from an industry of capital restrictions and limited hedging instruments to one that is now as wildly diverse as it is dynamic. The increasing complexity of the markets has left many individuals struggling to keep up with the rate of change and ever-growing options available to them.

Capital Market Instruments enables you to keep on track with the latest developments. It contains valuable insights into practical techniques and applications used today, as well as shedding light on what can be expected in the future. It also highlights the scope and significance of these techniques in the marketplace.

As a concise introduction to some of the important issues in the capital markets, it places emphasis on fixed income instruments and related products, as well as covering fundamental concepts in equity market analysis, foreign exchange and money markets, and other derivative instruments.

Capital Market Instruments will prove an invaluable guide for practitioners and students alike, enabling readers to understand the latest instruments and models and apply methods that will keep them abreast with the latest market practices.

Capital Market Instruments is a concise yet detailed guide to the mathematics of the debt and equity capital markets, and one that will prove essential reading for current and potential market practitioners. It emphasizes the practical applications of analytical and valuation techniques that are fundamental to an understanding of both the bond and equity markets. A wide range of topics is covered, from yield curve modelling and index-linked bonds to corporate ratio analysis.

Capital Market Instruments provides clear understanding of key financial concepts, mathematical techniques and market analysis, illustrated with worked examples and case studies of real-world events at a number of investment banks.

The book also includes the RATE specialist computer application designed to introduce readers to yield curve construction, vanilla interest rate swaps, and caps. The CD-ROM includes the C++ source code.

Moorad Choudhry is also the author of Bond Market Securities.

"The authors have applied their practical knowledge to produce a text that is concise yet thorough. It will be extremely valuable both as a beginner's guide and as a work of reference for those more experienced in the world of capital markets."

Ian B. Abrams,
Managing Director,
Mizubo International plc

"Moorad Choudhry and his co-authors have produced a book that provides excellent and comprehensive coverage of a wide range of traditional and modern derivative securities. Given its content and user-friendly style, it is sure to become required reading for many courses in finance."

Brian A. Eales,
Department of Economics,
London Guildhall University

"The complexity of the markets made simple is a goal this book achieves with enthusiasm - an excellent guide suitable for practitioners at all levels."

Huw Williams,
VP, Head of Sales,
EMEA Structured Finance Services,
JPMorganChase

"This is a well-crafted book and a timely addition to the capital markets literature. It deserves a wide readership."

Daniel Shakhani,
Global Credit Strategy,
Goldman Sachs

About the Author:


MOORAD CHOUDRY is Head of Treasury at Europe Arab Bank PLC. Previously, he worked in investment banking in London, UK and as 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 at Thomson Reuters. He was previously employed as Investment Banker at SunGard, Hong Kong and as a quantitative analyst and arbitrage trader at ABN-AMRO Hoare Govett Sterling Bonds Ltd.

RICHARD PEREIRA is freelance Consultant. Previously, he worked for the credit derivatives and securitization team at Dresdner Kleinwort Wasserstein and 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.

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