Capital Market Instruments Analysis and valuation

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, fundament...

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Detalles Bibliográficos
Autor principal: Choudhry, Moorad (-)
Autor Corporativo: SpringerLink (-)
Otros Autores: Joannas, Didier, autor (autor), Pereira, Richard, autor, Pienaar, Rod, autor
Formato: Libro electrónico
Idioma:Inglés
Publicado: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan 2005.
Edición:2 ed
Colección:Finance and Capital Markets Series.
Springer eBooks.
Acceso en línea:Conectar con la versión electrónica
Ver en Universidad de Navarra:https://innopac.unav.es/record=b36147266*spi
Descripción
Sumario: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.
Descripción Física:XXVIII, 548 p. 85 illus
Formato:Forma de acceso: World Wide Web.
ISBN:9780230508989