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Book Description

Securities are the fundamental tools and products of investment banking. They can be broadly categorized into debt - including banknotes, bonds and debentures, equity and derivative financial instruments that range from options and swaps to very complex and risky trading strategies. It is a multi-billion dollar business based on sophisticated financial models and pricing techniques.

Mastering Investment Banking Securitiesis a comprehensive guide to these trading instruments, their trading practices, pricing techniques and associated risks. It includes:

  • An introduction to investment bank structures, divisions and their roles

  • All commonly traded money market and capital market instruments

  • The most popular interest rate, equity, commodity and credit- linked financial instruments

  • A wide range of derivative securities

  • Details of pricing and valuation tools and the key pricing techniques

  • The fundamentals of credit risk and market risk

  • A glossary of key terms

Table of Contents

  1. Cover
  2. About the Author
  3. Title Page
  4. Contents
  5. Dedication
  6. Foreword
  7. The aim of the book
  8. Introduction
  9. Part 1 STRUCTURES
    1. 1 Investment bank divisions
    2. 2 Investment bank organisational structure
  10. Part 2 MONEY MARKETS AND CAPITAL MARKETS INSTRUMENTS
    1. 3 Money market products
    2. 4 Capital markets instruments
  11. Part 3 FINANCIAL DERIVATIVES
    1. 5 Speculative financial instruments – derivatives
    2. 6 Financial futures and forward rate agreements (FRAs)
    3. 7 Swaps
    4. 8 Foreign exchange
    5. 9 Options
    6. 10 Bond and equity derivatives
    7. 11 Commodity and credit derivatives
    8. 12 OTC derivatives and hybrid securities
  12. Part 4 PRICING AND VALUATION TOOLS
    1. 13 Probability and statistics
    2. 14 Yield curves
    3. 15 Quantitative analytics
    4. 16 Summary of pricing formulae
  13. Part 5 RISK MANAGEMENT
    1. 17 Credit risk on derivatives
    2. 18 Market risk on derivatives
  14. Appendices
    1. 1 Option strategies
    2. 2 ISO (SWIFT) currency codes
  15. Glossary
  16. Bibliography
  17. Index
  18. Imprint
3.147.49.252