Coverart for item
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)

Label
Capital market instruments : analysis and valuation
Title
Capital market instruments
Title remainder
analysis and valuation
Statement of responsibility
Moorad Choudhry ... [et al.]
Creator
Contributor
Subject
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
Member of
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)
Instantiates
Publication
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
PDF
Label
Capital market instruments : analysis and valuation, Moorad Choudhry ... [et al.], (electronic book)
Publication
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
PDF

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