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Choudhry, Moorad

Capital Market Instruments

Choudhry, Moorad - Capital Market Instruments, ebook

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ISBN: 9780230279384
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Table of contents

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)
 
 
 
 
Publisher
Springer
Publication year
2010
Language
en
Edition
Third Edition
Page amount
573 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780230279384
Printed ISBN
978-0-230-57603-2

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