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Capital Market Instruments

Analysis and Valuation

  • Moorad Choudhry
  • Didier Joannas
  • Gino Landuyt
  • Richard Pereira
  • Rod Pienaar

Table of contents

  1. Front Matter
    Pages i-xxvii
  2. Introduction

    1. Front Matter
      Pages 1-1
    2. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 3-10
    3. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 11-21
  3. Debt Capital Market Cash Instruments

    1. Front Matter
      Pages 23-24
    2. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 25-45
    3. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 46-122
    4. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 123-138
    5. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 139-158
    6. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 159-175
    7. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 176-185
    8. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 186-202
    9. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 203-223
    10. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 224-233
  4. Structured Financial Products

    1. Front Matter
      Pages 235-235
    2. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 237-253
    3. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 254-272
    4. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 273-292
  5. Derivative Instruments

    1. Front Matter
      Pages 293-293
    2. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 295-312
    3. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 313-340
    4. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 341-350
    5. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 351-369
    6. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 370-382
    7. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 383-425
  6. Equity Capital Markets

    1. Front Matter
      Pages 427-427
    2. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 429-439
    3. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 440-454
  7. Risk Measurement and Value-at-Risk

    1. Front Matter
      Pages 455-455
    2. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 457-488
  8. The 2007–9 Financial Market Crisis

    1. Front Matter
      Pages 489-489
    2. Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar
      Pages 491-532
  9. Back Matter
    Pages 533-546

About this book

Introduction

Revised and updated guide to some of the most important issues in the capital markets today, with an emphasis on fixed-income instruments. Fundamental concepts in equity market analysis, foreign exchange and money markets are also covered to provide a comprehensive overview. Analysis and valuation techniques are given for practical application.

Keywords

Bonds calculus capital capital market Credit Derivatives derivatives financial market Inflation interest rates modeling money money market Options Swaps valuation

Authors and affiliations

  • Moorad Choudhry
    • 1
  • Didier Joannas
    • 2
  • Gino Landuyt
    • 1
  • Richard Pereira
  • Rod Pienaar
    • 3
  1. 1.Europe Arad Bank plcLondonUK
  2. 2.Thomson Reuters-Risk in North AsiaHong KongChina
  3. 3.UBS AG prime servicesLondonUK

Bibliographic information

Industry Sectors
Finance, Business & Banking