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.
- ISBN10 6610443793
- ISBN13 9786610443796
- Publish Date 14 December 2004
- Publish Status Active
- Out of Print 4 September 2012
- Publish Country US
- Imprint Palgrave MacMillan
- Format eBook
- Language English