Author: Wei ShiPublisher:
ISBN:
Category :
Languages : en
Pages : 198
Book Description
Essays on the Term Structure of Interest Rates
Author: Wei ShiEssays on the Term Structure of Interest Rates
Author: Lance Alexander FisherPublisher:
ISBN:
Category :
Languages : en
Pages : 392
Book Description
Modeling the Term Structure of Interest Rates
Author: Rajna GibsonPublisher: Now Publishers Inc
ISBN: 1601983727
Category : Business & Economics
Languages : en
Pages : 171
Book Description
Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.
Essays in Derivatives
Author: Don M. ChancePublisher: John Wiley & Sons
ISBN: 1118160649
Category : Business & Economics
Languages : en
Pages : 403
Book Description
In the updated second edition of Don Chance’s well-received Essays in Derivatives, the author once again keeps derivatives simple enough for the beginner, but offers enough in-depth information to satisfy even the most experienced investor. This book provides up-to-date and detailed coverage of various financial products related to derivatives and contains completely new chapters covering subjects that include why derivatives are used, forward and futures pricing, operational risk, and best practices.
Term Structure of Interest Rates
Author: Burton Gordon MalkielPublisher: Princeton University Press
ISBN: 1400879787
Category : Business & Economics
Languages : en
Pages : 294
Book Description
Can expectations alone explain the yield differentials among bonds of different maturities? To what extend do attitudes toward risk and transactions costs influence the behavior of bond investors? Is it possible for the Federal Reserve to "twist" the interest-rate structure in accordance with its policy objectives? These are among the questions treated. Originally published in 1966. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
Essays on the Term Structure of Interest Rates, Monetary Policy, and Business Cycle
Author: Tong-hŏn KimPublisher:
ISBN:
Category : Business forecasting
Languages : en
Pages : 166
Book Description
The Term Structure of Interest Rates
Author: David MeiselmanPublisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 96
Book Description
Essays in Monetary Economics (Collected Works of Harry Johnson)
Author: Harry JohnsonPublisher: Routledge
ISBN: 1134623569
Category : Business & Economics
Languages : en
Pages : 341
Book Description
Reprinting the second edition (which included a new introduction explaining developments which had emerged since first publication) this book discusses explorations in the fundamental theory of a monetary economy, a theoretical critique of the ‘Phillips Curve’ approach to the theory of inflation and the theory of the term structure of interest rates in terms of the theory of forward markets pioneered by David Meiselman.
On Skidelsky's Keynes and Other Essays
Author: G. HarcourtPublisher: Springer
ISBN: 0230348645
Category : Political Science
Languages : en
Pages : 341
Book Description
On Skidelsky's Keynes and Other Essays is a collection of essays, biographies, review articles and tributes, focusing on the lives and times of the Cambridge School of Economists, and the immense contribution that these thinkers, including the author, made to the discipline.
Interest Rate, Term Structure, and Valuation Modeling
Author: Frank J. Fabozzi, CFAPublisher: John Wiley & Sons
ISBN: 9780471220947
Category : Business & Economics
Languages : en
Pages : 536
Book Description
This ultimate guide contains an excellent blend of theory and practice This comprehensive guide covers various aspects of model building for fixed income securities and derivatives. Filled with expert advice, valuable insights, and advanced modeling techniques, Interest Rate, Term Structure, and Valuation Modeling is a book that all institutional investors, portfolio managers, and risk professionals should have. John Wiley & Sons, Inc. is proud to be the publisher of the esteemed Frank J. Fabozzi Series. Comprising nearly 100 titles-which include numerous bestsellers—The Frank J. Fabozzi Series is a key resource for finance professionals and academics, strategists and students, and investors. The series is overseen by its eponymous editor, whose expert instruction and presentation of new ideas have been at the forefront of financial publishing for over twenty years. His successful career has provided him with the knowledge, insight, and advice that has led to this comprehensive series. Frank J. Fabozzi, PhD, CFA, CPA, is Editor of the Journal of Portfolio Management, which is read by thousands of institutional investors, as well as editor or author of over 100 books on finance for the professional and academic markets. Currently, Dr. Fabozzi is an adjunct Professor of Finance at Yale University's School of Management and on the board of directors of the Guardian Life family of funds and the Black Rock complex of funds.