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Books on Financial Instruments

We have carefully selected the following books on financial instruments:


Money and Capital Markets: Financial Institutions and Instruments in a Global Marketplace: 8th Edition
by Peter S. Rose

Publisher: McGraw-Hill Professional
Published: 2002
Edition: 8th
Format: Pb

This book provides a thorough and comprehensive view of the whole financial system. All the major types of financial instruments and institutions present today are discussed, along with how and why the system of money and capital markets is changing. The text also gives a descriptive explanation of how interest rates and security values are determined. It discusses the current and future trends of the globalization of financial markets, the ongoing consolidation of the financial institutions' sector, and recent efforts to protect consumer privacy in the financial services field.

The Handbook of Financial Instruments
by Frank J. Fabozzi

Publisher: John Wiley & Sons
Published: 2002
Format: Hb

An investor's guide to understanding and using financial instruments - The Handbook of Financial Instruments provides comprehensive coverage of a broad range of financial instruments, including equities, bonds (asset-backed and mortgage-backed securities), derivatives (equity and fixed income), insurance investment products, mutual funds, alternative investments (hedge funds and private equity), and exchange traded funds. The Handbook of Financial Instruments explores the basic features of each instrument introduced, explains their risk characteristics, and examines the markets in which they trade. Written by experts in their respective fields, this book arms individual investors and institutional investors alike with the knowledge to choose and effectively use any financial instrument available in the market today.

Derivative Instruments - A Guide to Theory and Practice
by Brian Eales and Moorad Choudhry

Publisher: Butterworth-Heinemann
Published: 2003
Edition: 1st
Format: CD-Rom + hb

- Combines theory with valuation to provide overall coverage of the topic area
- Provides worked examples and spreadsheet models on CD ROM to help readers understand derivative instruments and their uses
- Covers all the latest developments in derivatives

The authors concentrate on the practicalities of each class of derivative, so that readers can apply the techniques in practice. Product descriptions are supported by detailed spreadsheet models, illustrating the techniques employed, some which are available on the accompanying CD-ROM.

This book is ideal reading for derivatives traders, salespersons, financial engineers, risk managers, and other professionals involved to any extent in the application and analysis of OTC derivatives.

Valuation of Interest-Sensitive Financial Instruments
by David F. Babbel and Craig Merrill

Publisher: John Wiley & Sons
Published: 2001
Format: Pb

Undoubtedly the most important contribution of the financial economics literature over the past twenty five years is the development of contingent claims valuation methodologies, commonly referred to as option pricing models.

During the past decade, financial economists have turned their attention specifically toward those types of contingent claims that are of most concern to financial institutions. Included under the umbrella of techniques generally referred to as 'fixed income pricing,' they include the full range of models designed to price government, corporate, and mortgage-backed securities with and without call features, prepayment provisions, accelerated and regular sinking funds, convertibility, and so forth.

A proper understanding of the development and underpinning of these models would seem essential to the financial analyst or valuation actuary. It is the purpose of this monograph to foster this basic understanding, and to serve as a convenient and helpful springboard into the technical economic and finance literature on these subjects.

Pricing Financial Instruments
by Domingo A Tavella and Curt Randall

Publisher: John Wiley & Sons
Published: 2000
Edition: 1st
Format: Hb

'Pricing Financial Instruments' explore areas that include:

  • Pricing equations and the reltionship between European and American derivatives
  • Detailed analyses of different stability analysis approaches
  • Continuous and discrete sampling models for path dependent options
  • One-dimensional and multi-dimensional coordinate transformations

With an emphasis on how numerical solutions work and how the approximations involved affect the accuracy of the solutions, Pricing Financial Instruments takes us through doors opened wide by Black, Scholes, and Merton - and the arbitrage pricing principles they introduced in the early 1970s - to provide a step-by-step outline for sensibly interpreting the output of standard numerical schemes. It covers the understanding and application of today's finite difference method, and takes the reader to the next level of pricing financial instruments and managing financial risk.

A Practitioner's Guide to Full Fair Value Accounting of Financial Instruments
by Veronica Poole

Publisher: City & Financial Publishing
Published: 2001
Edition: 1st
Format: Pb

A Practitioner's Guide to Full Fair Value Accounting of Financial Instruments is a straightforward, practical guide that leads you from the basic theory through to disclosure.

Who needs this book?
Essential reading for all practitioners involved in financial accounting, including.

Finance directors
Company secretaries
Standard setters & interest groups
Corporate lawyers
Academics of accounting, business studies, commercial law and related studies

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Recommended further reading:
Types of Financial Instruments
Behind the Money Market:  Clearing and Settling Money Market Instruments
Security Identifiers (Screens)
CUSIP Security Identifier (Screen)