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FINANCIAL MARKET RATES AND FLOWS
HORNE J. wydawnictwo: PRENTICE HALL , rok wydania 1998, wydanie I cena netto: 220.00 Twoja cena 209,00 zł + 5% vat - dodaj do koszyka
James
C. Van Horne , Stanford University
Published
September 1997 by Prentice Hall Business Publishing
Copyright
1998, 292 pp.Paper ISBN 0-13-889460-4
This book covers interest rates and financial risk management while providing a conceptual
basis from which to understand interest rates, interest-rate differentials, financial
market equilibration, risk, and risk shifting. Financial risk management is a theme
throughout.
Emphasizes
financial risk management throughout especially as it relates to volatility, call
risk, and default risk.
Reflects current
developments in interest rates, financial institutions, and financial innovations.
Considers
term structure models as they apply to spot rates of interests and to derivative
securities.
Considers
the volatility of bond prices with respect to coupon rate and maturity, and
convexity.
Offers an
extensive exploration into currency risk as it affects a foreign bond portfolio.
Explore
the arbitrage equilibration between financial markets and likely changes that accompany
change in the institutional environment.
1. The Function of Financial Markets.
2. The Flow-of-Funds System.
3. Foundations for Interest Rates.
4. Prices and Yields for Bonds and Money Market Instruments.
5. Inflation and Returns.
6. The Term Structure of Interest Rates.
7. Price Volatility, Coupon Rate, and Maturity.
8. The Default-Risk Structure of Interest Rates.
9. Derivative Securities: Interest-Rate Futures.
10. Derivative Securities: Options.
11. Derivative Securities: Swaps.
12. Embedded Options and Option-Adjusted Spreads.
13. Mortgage Securities and Prepayment Risk.
14. Controlling Currency Risk.
15. The Influence of Taxes.
16. The Social Allocation of Capital.
Po otrzymaniu zamówienia poinformujemy,
czy wybrany tytuł polskojęzyczny lub
anglojęzyczny jest aktualnie na półce księgarni.
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