Financial Market Rates and Flows - Brossura

Van Horne, James C.

Brossura

ISBN 10: 0133591913 ISBN 13: 9780133591910

Casa editrice: Prentice-Hall, 1993

Riassunto

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.

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Product Description

Book by Van Horne James C

Dettagli dell?edizione

• Editore: Prentice-Hall
• Data di pubblicazione: 1993
• Lingua: Inglese
• ISBN 10: 0133591913
• ISBN 13: 9780133591910
• Rilegatura: Copertina flessibile
• Numero edizione: 4
• Numero di pagine: 338
• Contatto del produttore: non disponibile