Capital Market Instruments

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar
Additional contact information
Moorad Choudhry: Europe Arad Bank plc
Didier Joannas: Thomson Reuters-Risk in North Asia
Gino Landuyt: Europe Arad Bank plc
Rod Pienaar: UBS AG prime services

in Palgrave Macmillan Books from Palgrave Macmillan

Date: 2010
Edition: Third Edition
ISBN: 978-0-230-27938-4
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Chapters in this book:

Ch 1 Introduction to Financial Market Instruments

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 2 Market-Determined Interest Rates, and the Time Value of Money

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 3 Money Market Instruments and Foreign Exchange

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 4 Fixed Income Securities I: The Bond Markets

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 5 Fixed Income Securities II: Interest-Rate Risk

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 6 Fixed Income Securities III: Credit Analysis, Bond Spreads and Relative Value Measurement

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 7 Interest Rate Modelling

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 8 Fitting the Yield Curve

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 9 B-Spline Modelling and Fitting the Term Structure

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 10 Inflation-Indexed Bonds and Derivatives

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 11 Term Structure Construction Using QuantLib

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 12 An Introduction to Asset-Backed Securities and Securitisation

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 13 Mortgage-Backed Securities

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 14 Collateralised Debt Obligations

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 15 Short-Term Interest-Rate Derivatives

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 16 Swaps

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 17 Options I

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 18 Options II

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 19 Options III

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 20 Credit Derivatives

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 21 Introduction to Equity Instrument Analysis

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 22 Introduction to Financial Ratio Analysis

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 23 Value-at-Risk and Credit VaR

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

Ch 24 Origins and Impact of a Financial Crisis

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

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DOI: 10.1057/9780230279384

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