Capital Market Instruments Analysis and Valuation

Revised and updated guide to some of the most important issues in the capital markets today, with an emphasis on fixed-income instruments. Fundamental concepts in equity market analysis, foreign exchange and money markets are also covered to provide a com

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Copyright material from www.palgraveconnect.com - licensed to npg - PalgraveConnect - 2016-04-11

Capital Market Instruments

10.1057/9780230279384preview - Capital Market Instruments, Gino Landuyt, Moorad Choudhry, Didier Joannas, Richard Pereira and Rod Pienaar

Also by Moorad Choudhry THE BOND AND MONEY MARKETS: Strategy, Trading, Analysis STRUCTURED CREDIT PRODUCTS: Credit Derivatives and Synthetic Securitisation THE GILT-EDGED MARKET THE REPO HANDBOOK ANALYSING AND INTERPRETING THE YIELD CURVE THE FUTURES BOND BASIS

THE HANDBOOK OF EUROPEAN FIXED INCOME SECURITIES THE HANDBOOK OF EUROPEAN STRUCTURED FINANCIAL PRODUCTS BANK ASSET AND LIABILITY MANAGEMENT THE CREDIT DEFAULT SWAP BASIS

10.1057/9780230279384preview - Capital Market Instruments, Gino Landuyt, Moorad Choudhry, Didier Joannas, Richard Pereira and Rod Pienaar

Copyright material from www.palgraveconnect.com - licensed to npg - PalgraveConnect - 2016-04-11

ADVANCED FIXED INCOME ANALYSIS

Capital Market Instruments Analysis and Valuation 3rd Edition

Moorad Choudhry

Gino Landuyt Richard Pereira Rod Pienaar

10.1057/9780230279384preview - Capital Market Instruments, Gino Landuyt, Moorad Choudhry, Didier Joannas, Richard Pereira and Rod Pienaar

Copyright material from www.palgraveconnect.com - licensed to npg - PalgraveConnect - 2016-04-11

Didier Joannas

© Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar 2001, 2004, 2010 Foreword © Vincent Cable 2010 All rights reserved. No reproduction, copy or transmission of this publication may be made without written permission. No portion of this publication may be reproduced, copied or transmitted save with written permission or in accordance with the provisions of the Copyright, Designs and Patents Act 1988, or under the terms of any licence permitting limited copying issued by the Copyright Licensing Agency, Saffron House, 6–10 Kirby Street, London EC1N 8TS. Any person who does any unauthorized act in relation to this publication may be liable to criminal prosecution and civil claims for damages.

First published by The Financial Times/Prentice Hall in 2001 Second edition published by Palgrave Macmillan in 2004 Published in paperback 2010 by PALGRAVE MACMILLAN Palgrave Macmillan in the UK is an imprint of Macmillan Publishers Limited, registered in England, company number 785998, of Houndmills, Basingstoke, Hampshire RG21 6XS. Palgrave Macmillan in the US is a division of St Martin’s Press LLC, 175 Fifth Avenue, New York, NY 10010. Palgrave Macmillan is the global academic imprint of the above companies and has companies and representatives throughout the world. Palgrave® and Macmillan® are registered trademarks in the United States, the United Kingdom, Europe and other countries ISBN 978–0–230–57603–2

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This book is printed on paper suitable for recycling and made from fully managed and sustained forest sources. Logging, pulping and manufacturing processes are expected to conform to the environmental regulations of the country of origin. A catalogue record for t