Choudhry, Moorad
Capital Market Instruments
Part I. Introduction
1. Introduction to Financial Market Instruments
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
2. Market-Determined Interest Rates, and the Time Value of Money
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
Part II. Debt Capital Market Cash Instruments
3. Money Market Instruments and Foreign Exchange
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
4. Fixed Income Securities I: The Bond Markets
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
5. Fixed Income Securities II: Interest-Rate Risk
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
6. Fixed Income Securities III: Option-Adjusted Spread Analysis
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
7. Interest Rate Modelling
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
8. Fitting the Yield Curve
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
9. B-Spline Modelling and Fitting the Term Structure
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
10. Inflation-Indexed Bonds and Derivatives
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
Part III. Structured Financial Products
11. An Introduction to Asset-Backed Bonds and Securitisation
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
12. Mortgage-Backed Securities
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
13. Collateralised Debt Obligations
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
Part IV. Derivative Instruments
14. Short-Term Interest-Rate Derivatives
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
15. Swaps
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
16. Options I
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
17. Options II
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
18. Options III
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
19. Credit Derivatives
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
Part V. Equity Capital Markets
20. Introduction to Equity Instrument Analysis
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
21. Introduction to Financial Ratio Analysis
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
Part VI. Risk Measurement and Value-at-Risk
22. Value-at-Risk and Credit VaR
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
Part VII. RATE Applications Software
23. RATE Computer Software
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
Keywords: Finance, Investments and Securities, Business Finance, Capital Markets, Accounting/Auditing, Public Finance
- Author(s)
- Choudhry, Moorad
- Joannas, Didier
- Pereira, Richard
- Pienaar, Rod
- Publisher
- Springer
- Publication year
- 2005
- Language
- en
- Edition
- 2
- Series
- Finance and Capital Markets Series
- Page amount
- 576 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9780230508989
- Printed ISBN
- 978-1-349-52426-6