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Capital Market Instruments: Analysis and Valuation, Third Edition PDF

575 Pages·2010·3.462 MB·English
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About Capital Market Instruments: Analysis and Valuation, Third Edition

The third edition of Capital Market Instruments: Analysis and Valuation is a fully revised and updated guide to the most important products in use in the financial markets today, providing clear understanding of key concepts, mathematical techniques and market analysis. There is detailed coverage of debt and equity products and market conventions, illustrated with worked examples and case studies of events in the industry. The book is accompanied by web-based software for a yield curve construction model, enabling readers to set up an Excel application to calculate spot and forward interest rates. In this new edition, all chapters are updated to reflect the latest market developments. There is also a succinct analysis of the 2007-2008 financial crisis, with lessons learned and recommendations for market practitioners. The authors have extensive experience in investment banking, quantitative analysis, bond trading and risk management, and provide valuable insight and understanding of the financial markets. www.quantlib.org

Detailed Information

Author:Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar
Publication Year:2010
ISBN:9780230279384
Pages:575
Language:English
File Size:3.462
Format:PDF
Price:FREE
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