Capital market instruments : analysis and valuation
著者
書誌事項
Capital market instruments : analysis and valuation
（Finance and capital markets）
Palgrave Macmillan, 2005
2nd ed
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注記
"First published 2002 by FT Prentice Hall, Pearson Education Limited"--T.p. verso
"YieldCurve.com"--On cover
Includes bibliographies and index
内容説明・目次
内容説明
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.
目次
- Part 1: Introduction
- Introduction to Financial Market Instruments
- Market-Determined Interest Rates and the Time Value of Money
- 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
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