Capital Market Instruments: Analysis and Valuation - Brossura

Choudhry, M.; Joannas, D.; Pereira, R.; Pienaar, R.

 
9781349524266: Capital Market Instruments: Analysis and Valuation

Sinossi

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. The book includes an accompanying CD-ROM with RATE software, designed to introduce readers to yield curve modelling. It also includes calculators for vanilla interest rate swaps and caps.

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Informazioni sull?autore

MOORAD CHOUDRY works in investment banking in the City of London, UK. He was previously a gilt-edged market maker at ABN-AMRO Hoare Govett Sterling Bonds Ltd. He is also Visiting Professor at the department of Economics, Finance and International Business, London Metropolitan University. He is a Senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School, London.

DIDIER JOANNAS works for SunGard in investment banking in Hong Kong. He was previously employed as a quantitative analyst and arbitrage trader at ABN-AMRO Hoare Govett Sterling Bonds Ltd.

RICHARD PEREIRA works for the credit derivatives and securitization team at Dresdner Kleinwort Wasserstein. Previously, he worked as a market risk consultant at leading investment banks.

ROD PIENAAR works on investment banking systems at UBS Equity Finance in London, UK. He has previously worked in risk management consulting, during which time he provided systems, process and risk consultancy services to a variety of investment banks.

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Altre edizioni note dello stesso titolo

9780273654124: Capital Market Instruments: Analysis and Valuation

Edizione in evidenza

ISBN 10:  0273654128 ISBN 13:  9780273654124
Casa editrice: Ft Pr, 2001
Brossura