دانلود کتاب Capital Market Instruments: Analysis and Valuation

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Front Matter....Pages i-xxvii
Front Matter....Pages 1-1
Introduction to Financial Market Instruments....Pages 3-10
Market-Determined Interest Rates, and the Time Value of Money....Pages 11-21
Front Matter....Pages 23-24
Money Market Instruments and Foreign Exchange....Pages 25-45
Fixed Income Securities I: The Bond Markets....Pages 46-122
Fixed Income Securities II: Interest-Rate Risk....Pages 123-138
Fixed Income Securities III: Credit Analysis, Bond Spreads and Relative Value Measurement....Pages 139-158
Interest Rate Modelling....Pages 159-175
Fitting the Yield Curve....Pages 176-185
B-Spline Modelling and Fitting the Term Structure....Pages 186-202
Inflation-Indexed Bonds and Derivatives....Pages 203-223
Term Structure Construction Using QuantLib....Pages 224-233
Front Matter....Pages 235-235
An Introduction to Asset-Backed Securities and Securitisation....Pages 237-253
Mortgage-Backed Securities....Pages 254-272
Collateralised Debt Obligations....Pages 273-292
Front Matter....Pages 293-293
Short-Term Interest-Rate Derivatives....Pages 295-312
Swaps....Pages 313-340
Options I....Pages 341-350
Options II....Pages 351-369
Options III....Pages 370-382
Credit Derivatives....Pages 383-425
Front Matter....Pages 427-427
Introduction to Equity Instrument Analysis....Pages 429-439
Introduction to Financial Ratio Analysis....Pages 440-454
Front Matter....Pages 455-455
Value-at-Risk and Credit VaR....Pages 457-488
Front Matter....Pages 489-489
Origins and Impact of a Financial Crisis....Pages 491-532
Back Matter....Pages 533-546