| ISBN: | 9780230576032 (paperback) |
| 编目源: | DLC DLC SHCD |
| 题名: | Capital market instruments : analysis and valuation / Moorad Choudhry ... [et al.]. |
| 版本说明: | 3rd ed. |
| 索书号: | F830.9/C241E |
| 出版发行项: | Basingstoke [England] ; New York : Palgrave Macmillan, 2010. |
| 载体形态: | xxvii, 546 p. : ill. ; 24 cm. |
| 书目附注: | Includes bibliographical references and index. |
| 格式化内容附注: | Machine generated contents note: 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 -- 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. |