Capital Market Instruments Analysis and Valuation

by Choudhry, Moorad; Joannas, Didier; Pereira, Richard; Pienaar, Rod

• ISBN13: 9780230576032
• ISBN10: 0230576036
• Edition: 3rd
• Format: Hardcover
• Copyright: 2010-01-15
• Publisher: Palgrave Macmillan

Summary

This is an updated guide to some of the most important issues in the capital markets today. Fundamental concepts in equity market analysis, foreign exchange and money markets are also covered to provide a comprehensive overview. The book includes an accompanying CD-ROM with RATE software, designed to introduce readers to yield curve modelling.

Author Biography

MOORAD CHOUDRY is Head of Treasury at Europe Arab Bank PLC. Previously, he worked in investment banking in London, UK and as 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 at Thomson Reuters. He was previously employed as Investment Banker at SunGard, Hong Kong and as a quantitative analyst and arbitrage trader at ABN-AMRO Hoare Govett Sterling Bonds Ltd.

RICHARD PEREIRA is freelance Consultant. Previously, he worked for the credit derivatives and securitization team at Dresdner Kleinwort Wasserstein and 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.

Table of Contents

PART 1: INTRODUCTION * Introduction to Financial Market Instruments * Market-Determined Interest Rates and the Time Value of Money *  The 2007-2008 financial market crisis: origins and lessons learned * PART 2: DEBT CAPITAL MARKET CASH INSTRUMENTS *  Money Market Instruments and Foreign Exchange * Fixed Income Securities I * Fixed Income Securities II: Interest Rate Risk * Fixed Income Securities II: Option Adjusted Spread Analysis I * Interest Rate Modelling * Fitting the Yield Curve * Spline Methodology and Fitting the Yield Curve * Inflation-Index Bonds * PART 3: STRUCTURED FINANCIAL PRODUCTS *  Mortgage Backed Securities I * Mortgage Backed Securities II * Collateralised Debt Obligations * PART 4: DERIVATIVE INSTRUMENTS * Short Term Interest Rate Derivatives * Swaps * Option I *
Options II * Options III * Credit Derivatives * PART 5: EQUITY INSTRUMENT ANALYSIS *
Introduction to Equity Instrument Analysis * Introduction to Financial Ratio Analysis * PART 6: RATE APPLICATIONS SOFTWARE * Rate Computer Software

Supplemental Materials

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