TABLE OF CONTENTS

1 Introduction to financial market instruments
2 Market-determined interest rates, and the time value of money
3 Money market instruments and foreign exchange
4 Fixed income securities I : the bond markets
5 Fixed income securities II : interest-rate risk
6 Fixed income securities III : option-adjusted spread analysis
7 Interest rate modelling
8 Fitting the yield curve
9 B-spline modelling and fitting the term structure
10 Inflation-indexed bonds and derivatives
11 An introduction to asset-backed bonds and securitisation
12 Mortgage-backed securities
13 Collateralised debt obligations
14 Short-term interest-rate derivatives
15 Swaps
16 Options I
17 Options II
18 Options III
19 Credit derivatives
20 Introduction to equity instrument analysis
21 Introduction to financial ratio analysis
22 Value-at-risk and credit VaR
23 RATE computer software