Capital Market Instruments: Analysis And Valuation - Softcover

Joannas, Didier; Pereira, Richard; Pienaar, Rod

Softcover

ISBN 10: 1403947252 ISBN 13: 9781403947253

Publisher: Palgrave Macmillan

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.

About this title

About the Authors

Moorad Choudry 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. Richard Pereira works for the credit derivatives and securitization team at Dresdner Kleinwort Wasserstein. Rod Pienaar works on investment banking systems at UBS Equity Finance in London.

Moorad Choudry 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. Richard Pereira works for the credit derivatives and securitization team at Dresdner Kleinwort Wasserstein. Rod Pienaar works on investment banking systems at UBS Equity Finance in London.

Edition details

• Publisher: Palgrave Macmillan
• Language: English
• ISBN 10: 1403947252
• ISBN 13: 9781403947253
• Binding: Paperback
• Edition number: 2
• Number of pages: 548
• Editor: Choudhry Moorad