Capital market instruments : analysis and valuation
著者
書誌事項
Capital market instruments : analysis and valuation
Financial Times Prentice Hall, 2002
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
Over the last 30 years the capital markets industry has undergone an unprecedented transformation, from an industry of capital restrictions and limited hedging instruments to one that is now as wildly diverse as it is dynamic. The increasing complexity of the markets has left many individuals struggling to keep up with the rate of change and ever-growing options available to them. Capital Market Instruments enables you to keep on track with the latest developments. It contains valuable insights into practical techniques and applications used today, as well as shedding light on what can be expected in the future. It also highlights the scope and significance of these techniques in the marketplace. As a concise introduction to some of the important issues in the capital markets, it places emphasis on fixed income instruments and related products, as well as covering fundamental concepts in equity market analysis, foreign exchange and money markets, and other derivative instruments.Capital Market Instruments will prove an invaluable guide for practitioners and students alike, enabling readers to understand the latest instruments and models, and apply methods that will keep them abreast with the latest market practices.
The book also includes the RATETM specialist computer application designed to introduce readers to yield curve modelling, vanilla interest rate swaps and caps. The programme makes available the C++ source code.
目次
PART ONE: INTRODUCTIONIntroduction to financial market instrumentsMarket-determined interest rates, and the time value of money PART TWO: DEBT CAPITAL MARKET CASH INSTRUMENTSMoney market instruments and foreign exchangeFixed income securitiesInterest rate riskOption-adjusted spread analysisInterest rate modellingFitting the yield curveSpline methodology and fitting the yield curveInflation-indexed bonds PART THREE: STRUCTURED FINANCIAL PRODUCTSMortgage-backed securities 1Mortgage-backed securities 2Collateralized debt obligations PART FOUR: DERIVATIVE INSTRUMENTSShort-term interest rate derivativesSwapsOptions 1Options 2Options 3Credit Derivatives PART FIVE: EQUITY INSTRUMENT ANALYSISIntroduction to equity instrument analysisIntroduction to financial ratio analysis PART SIX: RATE APPLICATIONS SOFTWARERATE computer software
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