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Description of Capital Market Instruments

Capital Market Instruments is intended for both current and potential market practitioners. There is an emphasis on practical applications of analytical and valuation techniques, which are fundamental to an understanding of the money markets and equity markets.

It provides a complete introduction to the techniques used in off-balance sheet-valuation and analysis, covering futures, interest-rate swaps and vanilla options. As well as introducing the techniques, the book features worked examples and a set of excercises.

Title Information

ISBN:

9780273654124

Pages:

256 pages

Format:

Hardback

Product Code:

13681

Publisher:

FT Prentice Hall

Published:

30/11/-0001

Edition:

1st Edition

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Contents of Capital Market Instruments

PART ONE: INTRODUCTION

Introduction to financial market instruments
Market-determined interest rates, and the time value of money

PART TWO: DEBT CAPITAL MARKET CASH INSTRUMENTS

Money market instruments and foreign exchange
Fixed income securities
Interest rate risk
Option-adjusted spread analysis
Interest rate modelling
Fitting the yield curve
Spline methodology and fitting the yield curve
Inflation-indexed bonds

PART THREE: STRUCTURED FINANCIAL PRODUCTS

Mortgage-backed securities 1
Mortgage-backed securities 2
Collateralized debt obligations

PART FOUR: DERIVATIVE INSTRUMENTS

Short-term interest rate derivatives
Swaps
Options 1
Options 2
Options 3
Credit Derivatives

PART FIVE: EQUITY INSTRUMENT ANALYSIS
Introduction to equity instrument analysis
Introduction to financial ratio analysis

PART SIX: RATE APPLICATIONS SOFTWARE

RATE computer software