Modeling the Term Structure of Interest Rates

Modeling the Term Structure of Interest Rates

Author: Rajna Gibson

Publisher: Now Publishers Inc

Published: 2010

Total Pages: 171

ISBN-13: 1601983727

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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

Essays in Derivatives

Author: Don M. Chance

Publisher: John Wiley & Sons

Published: 2011-07-05

Total Pages: 403

ISBN-13: 1118160649

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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

Term Structure of Interest Rates

Author: Burton Gordon Malkiel

Publisher: Princeton University Press

Published: 2015-12-08

Total Pages: 294

ISBN-13: 1400879787

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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.


On Skidelsky's Keynes and Other Essays

On Skidelsky's Keynes and Other Essays

Author: G. Harcourt

Publisher: Springer

Published: 2012-05-28

Total Pages: 341

ISBN-13: 0230348645

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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.


Essays in International Money and Finance

Essays in International Money and Finance

Author: James R Lothian

Publisher: World Scientific

Published: 2017-06-29

Total Pages: 820

ISBN-13: 9813148314

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The aim of the book is to make the author's scholarly research in the areas of international finance and monetary economics easily accessible to other researchers and students. The articles included in the book span a wide range. The topics include the behavior of the three key relations in international finance, purchasing power parity, interest rate parity and real interest rate equality, the relation between money and other key economic variables, financial globalization and the transmission of economic disturbances internationally.