Choudhry, Moorad
Capital Market Instruments
Part I. Introduction
1. Introduction to Financial Market Instruments
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
2. Market-Determined Interest Rates, and the Time Value of Money
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
Part II. Debt Capital Market Cash Instruments
3. Money Market Instruments and Foreign Exchange
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
4. Fixed Income Securities I: The Bond Markets
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
5. Fixed Income Securities II: Interest-Rate Risk
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
6. Fixed Income Securities III: Credit Analysis, Bond Spreads and Relative Value Measurement
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
7. Interest Rate Modelling
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
8. Fitting the Yield Curve
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
9. B-Spline Modelling and Fitting the Term Structure
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
10. Inflation-Indexed Bonds and Derivatives
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
11. Term Structure Construction Using QuantLib
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
Part III. Structured Financial Products
12. An Introduction to Asset-Backed Securities and Securitisation
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
13. Mortgage-Backed Securities
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
14. Collateralised Debt Obligations
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
Part IV. Derivative Instruments
15. Short-Term Interest-Rate Derivatives
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
16. Swaps
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
17. Options I
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
18. Options II
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
19. Options III
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
20. Credit Derivatives
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
Part V. Equity Capital Markets
21. Introduction to Equity Instrument Analysis
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
22. Introduction to Financial Ratio Analysis
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
Part VI. Risk Measurement and Value-at-Risk
23. Value-at-Risk and Credit VaR
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
Part VII. The 2007–9 Financial Market Crisis
24. Origins and Impact of a Financial Crisis
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
Keywords: Business and Management, Business Finance, Accounting/Auditing, Macroeconomics/Monetary Economics//Financial Economics, Business Mathematics, Capital Markets, Investments and Securities
- Author(s)
- Choudhry, Moorad
- Joannas, Didier
- Landuyt, Gino
- Pereira, Richard
- Pienaar, Rod
- Publisher
- Springer
- Publication year
- 2010
- Language
- en
- Edition
- 3
- Page amount
- 573 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9780230279384
- Printed ISBN
- 978-0-230-57603-2