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Capital Market Instruments

Analysis and valuation

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

Part of the Finance and Capital Markets Series book series (FCMS)

Table of contents

  1. Front Matter
    Pages i-xxviii
  2. Introduction

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

    1. Front Matter
      Pages 23-24
    2. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 25-49
    3. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 50-121
    4. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 122-137
    5. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 138-147
    6. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 148-164
    7. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 165-173
    8. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 174-190
    9. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 191-213
  4. Structured Financial Products

    1. Front Matter
      Pages 215-215
    2. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 217-231
    3. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 232-263
    4. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 264-308
  5. Derivative Instruments

    1. Front Matter
      Pages 309-309
    2. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 311-328
    3. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 329-357
    4. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 358-367
    5. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 368-386
    6. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 387-399
    7. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 400-448
  6. Equity Capital Markets

    1. Front Matter
      Pages 449-449
    2. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 451-461
    3. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 462-476
  7. Risk Measurement and Value-at-Risk

    1. Front Matter
      Pages 477-477
    2. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 479-518
  8. RATE Applications Software

    1. Front Matter
      Pages 519-519
    2. Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
      Pages 521-536
  9. Back Matter
    Pages 537-548

About this book

Introduction

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.

Keywords

asset backed securities Bonds capital capital market derivatives financial market inflation Options Swaps

Authors and affiliations

  • Moorad Choudhry
    • 1
  • Didier Joannas
    • 2
  • Richard Pereira
    • 3
  • Rod Pienaar
    • 4
  1. 1.KBC Financial ProductsUK
  2. 2.Hong KongChina
  3. 3.Nomura plcUK
  4. 4.UBS AGUK

Bibliographic information

Industry Sectors
Finance, Business & Banking