The Resource Capital market instruments : analysis and valuation, Moorad Choudhry ... [et al.], (electronic book)
Capital market instruments : analysis and valuation, Moorad Choudhry ... [et al.], (electronic book)
Resource Information
The item Capital market instruments : analysis and valuation, Moorad Choudhry ... [et al.], (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Capital market instruments : analysis and valuation, Moorad Choudhry ... [et al.], (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.
This item is available to borrow from 1 library branch.
- Summary
- 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
- Language
- eng
- Edition
- 2nd rev. ed.
- Extent
- 576 p.
- Note
- Origially published in: 2004
- Contents
-
- Introduction to financial market instruments
- Capital market financing
- Derivative instruments
- Securities and derivatives
- Market-determined interest rates, and the time value of money
- The market-determined interest rate
- The time value of money
- Debt capital market cash instruments
- Money market instruments and foreign exchange
- Securities quoted on a yield basis
- Securities quoted on a discount basis
- Foreign exchange
- Fixed-income securities I
- Bond pricing and yield: the traditional approach
- Accrued interest, clean and dirty bond prices
- Bond pricing and yield: the current approach
- Bond pricing in continuous time
- Forward rates
- The term structure of interest rates
- Term structure hypotheses
- Fixed-income securities II: interest rate risk
- Duration
- Modified duration
- Convexity
- Measuring convexity
- Taylor expansion of the price/yield function
- Fixed-income securities III: option-adjusted spread analysis
- A theoretical framework
- The methodology in practice
- Calculating interest rate paths
- Interest rate modelling
- One-factor term structure models
- Further one-factor term structure models
- The Heath-Jarrow-Morton model
- Choosing a term structure model
- Fitting the yield curve
- Yield curve smoothing
- Non-parametric methods
- Comparing curves
- Spline methodology and fitting the yield curve
- Bootstrapping
- An advanced methodology: the cubic B-spline
- Mathematical tools
- B-splines
- Inflation-indexed bonds
- Isbn
- 9780230508989
- Label
- Capital market instruments : analysis and valuation
- Title
- Capital market instruments
- Title remainder
- analysis and valuation
- Statement of responsibility
- Moorad Choudhry ... [et al.]
- Language
- eng
- Summary
- 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
- Cataloging source
- UK-WkNB
- http://library.link/vocab/creatorName
- Choudhry, Moorad
- Index
- no index present
- Literary form
- non fiction
- http://library.link/vocab/relatedWorkOrContributorName
-
- Joannas, Didier
- Pereira, Richard
- Pienaar, Rod
- Series statement
- Finance and capital markets series
- http://library.link/vocab/subjectName
-
- Capital market
- Financial instruments
- Investment analysis
- Label
- Capital market instruments : analysis and valuation, Moorad Choudhry ... [et al.], (electronic book)
- Note
- Origially published in: 2004
- Contents
- Introduction to financial market instruments -- Capital market financing -- Derivative instruments -- Securities and derivatives -- Market-determined interest rates, and the time value of money -- The market-determined interest rate -- The time value of money -- Debt capital market cash instruments -- Money market instruments and foreign exchange -- Securities quoted on a yield basis -- Securities quoted on a discount basis -- Foreign exchange -- Fixed-income securities I -- Bond pricing and yield: the traditional approach -- Accrued interest, clean and dirty bond prices -- Bond pricing and yield: the current approach -- Bond pricing in continuous time -- Forward rates -- The term structure of interest rates -- Term structure hypotheses -- Fixed-income securities II: interest rate risk -- Duration -- Modified duration -- Convexity -- Measuring convexity -- Taylor expansion of the price/yield function -- Fixed-income securities III: option-adjusted spread analysis -- A theoretical framework -- The methodology in practice -- Calculating interest rate paths -- Interest rate modelling -- One-factor term structure models -- Further one-factor term structure models -- The Heath-Jarrow-Morton model -- Choosing a term structure model -- Fitting the yield curve -- Yield curve smoothing -- Non-parametric methods -- Comparing curves -- Spline methodology and fitting the yield curve -- Bootstrapping -- An advanced methodology: the cubic B-spline -- Mathematical tools -- B-splines -- Inflation-indexed bonds
- Control code
- 9780230508989
- Edition
- 2nd rev. ed.
- Extent
- 576 p.
- Form of item
- electronic
- Governing access note
- Users can print and/or download individual articles/chapters and other individual items from Palgrave Connect ebooks, limited to no more than one chapter per title per authorised user
- Isbn
- 9780230508989
- Specific material designation
- remote
- System details
- Adobe Ebook Reader
- Type of computer file
- Label
- Capital market instruments : analysis and valuation, Moorad Choudhry ... [et al.], (electronic book)
- Note
- Origially published in: 2004
- Contents
- Introduction to financial market instruments -- Capital market financing -- Derivative instruments -- Securities and derivatives -- Market-determined interest rates, and the time value of money -- The market-determined interest rate -- The time value of money -- Debt capital market cash instruments -- Money market instruments and foreign exchange -- Securities quoted on a yield basis -- Securities quoted on a discount basis -- Foreign exchange -- Fixed-income securities I -- Bond pricing and yield: the traditional approach -- Accrued interest, clean and dirty bond prices -- Bond pricing and yield: the current approach -- Bond pricing in continuous time -- Forward rates -- The term structure of interest rates -- Term structure hypotheses -- Fixed-income securities II: interest rate risk -- Duration -- Modified duration -- Convexity -- Measuring convexity -- Taylor expansion of the price/yield function -- Fixed-income securities III: option-adjusted spread analysis -- A theoretical framework -- The methodology in practice -- Calculating interest rate paths -- Interest rate modelling -- One-factor term structure models -- Further one-factor term structure models -- The Heath-Jarrow-Morton model -- Choosing a term structure model -- Fitting the yield curve -- Yield curve smoothing -- Non-parametric methods -- Comparing curves -- Spline methodology and fitting the yield curve -- Bootstrapping -- An advanced methodology: the cubic B-spline -- Mathematical tools -- B-splines -- Inflation-indexed bonds
- Control code
- 9780230508989
- Edition
- 2nd rev. ed.
- Extent
- 576 p.
- Form of item
- electronic
- Governing access note
- Users can print and/or download individual articles/chapters and other individual items from Palgrave Connect ebooks, limited to no more than one chapter per title per authorised user
- Isbn
- 9780230508989
- Specific material designation
- remote
- System details
- Adobe Ebook Reader
- Type of computer file
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Capital-market-instruments--analysis-and/AnE-QNjq3pw/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Capital-market-instruments--analysis-and/AnE-QNjq3pw/">Capital market instruments : analysis and valuation, Moorad Choudhry ... [et al.], (electronic book)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">University of Liverpool</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Capital-market-instruments--analysis-and/AnE-QNjq3pw/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Capital-market-instruments--analysis-and/AnE-QNjq3pw/">Capital market instruments : analysis and valuation, Moorad Choudhry ... [et al.], (electronic book)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">University of Liverpool</a></span></span></span></span></div>
