Financial Market Rates and Flows - Softcover

Van Horne, James C.

Softcover

ISBN 10: 0133591913 ISBN 13: 9780133591910

Verlag: Prentice-Hall, 1993

Inhaltsangabe

Book by Van Horne James C

Über diesen Titel

Reseña del editor

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.Emphasizing financial risk management, this book reflects the latest developments. It considers the volatility of bond prices with respect to coupon rate and maturity, and convexity while offering an extensive exploration into currency risk as it affects a foreign bond portfolio. It also explores the arbitrage equilibration between financial markets and likely changes that accompany change in the institutional environment. The fifth edition of Financial Market Rates and FlowsD has been revised to include a new chapter on prices and yields for bonds and money market instruments and one on mortgage securities and prepayment risk. Its overall presentation has been revised to reflect the latest shifts in the financial markets. In addition, the presentation of flow of funds has been updated and streamlined for easier comprehension and the discussion on modeling the term structure of interest rates as well as duration and convexity has been updated.

Details zur Ausgabe

• Verlag: Prentice-Hall
• Erscheinungsdatum: 1993
• ISBN 10: 0133591913
• ISBN 13: 9780133591910
• Einband: Tapa blanda
• Sprache: Englisch
• Anzahl der Seiten: 338
• Kontakt zum Hersteller: Nicht verfügbar