資本市場と金融商品（第３版） Capital Market Instruments : Analysis and Valuation （3TH）

Choudhry, Moorad/ Joannas, Didier/ Landuyt, Gino/ Pereira, Richard/ Pi

Palgrave Macmillan（2010/01発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 546 p.
• 言語 ENG
• 商品コード 9780230576032
• DDC分類 332.0415

基本説明

Revised and updated with an emphasis on fixed-income instruments.

Full Description

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.

Contents

PART I: 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 II: 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 III: STRUCTURED FINANCIAL PRODUCTS Mortgage Backed Securities I Mortgage Backed Securities II Collateralized Debt Obligations PART IV: DERIVATIVE INSTRUMENTS Short Term Interest Rate Derivatives Swaps Option I Options II Options III Credit Derivatives PART V: EQUITY INSTRUMENT ANALYSIS Introduction to Equity Instrument Analysis Introduction to Financial Ratio Analysis PART VI: RATE APPLICATIONS SOFTWARE Rate Computer Software