Capital Markets Instruments : Analysis and Valuation

Capital Market Instruments enables you to keep on track with the latest developments. It contains valuable insights into practical techniques and applications used today, as well as shedding light on what can be expected in the future. It also highlights the scope and significance of these techniques in the marketplace.

As a concise introduction to some of the important issues in the capital markets, it places emphasis on fixed income instruments and related products, as well as covering fundamental concepts in equity market analysis, foreign exchange and money markets, and other derivative instruments.

Capital Market Instruments will prove an invaluable guide for practitioners and students alike, enabling readers to understand the latest instruments and models, and apply methods that will keep them abreast with the latest market practices.
The book also includes the RATETM specialist computer application designed to introduce readers to yield curve modelling, vanilla interest rate swaps and caps. The programme makes available the C++ source code.

Contents

Foreword

Preface

Acknoledgements

1. Introduction
2. Debt capital market cash instrument
3. Structured financial product
4. Derivative instruments
5. Equity instrument analysis
6. RATE application software