Essays on the Term Structure of Interest Rates, Monetary Policy, and Business Cycle
Author: Tong-hŏn Kim
Publisher:
Published: 2000
Total Pages: 166
ISBN-13:
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Author: Tong-hŏn Kim
Publisher:
Published: 2000
Total Pages: 166
ISBN-13:
DOWNLOAD EBOOKAuthor: Rajna Gibson
Publisher: Now Publishers Inc
Published: 2010
Total Pages: 171
ISBN-13: 1601983727
DOWNLOAD EBOOKModeling 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.
Author:
Publisher:
Published: 2007
Total Pages: 652
ISBN-13:
DOWNLOAD EBOOKAuthor: Moorad Choudhry
Publisher: John Wiley & Sons
Published: 2019-04-15
Total Pages: 385
ISBN-13: 1119141060
DOWNLOAD EBOOKUnderstand and interpret the global debt capital markets Now in a completely updated and expanded edition, this is a technical guide to the yield curve, a key indicator of the global capital markets and the understanding and accurate prediction of which is critical to all market participants. Being able to accurately and timely predict the shape and direction of the curve permits practitioners to consistently outperform the market. Analysing and Interpreting the Yield Curve, 2nd Edition describes what the yield curve is, explains what it tells participants, outlines the significance of certain shapes that the curve assumes and, most importantly, demonstrates what factors drive it and how it is modelled and used. Covers the FTP curve, the multi-currency curve, CSA, OIS-Libor and 3-curve models Gets you up to speed on the secured curve Describes application of theoretical versus market curve relative value trading Explains the concept of the risk-free rate Accessible demonstration of curve interpolation best-practice using cubic spline, Nelson-Siegel and Svensson 94 models This advanced text is essential reading for traders, asset managers, bankers and financial analysts, as well as graduate students in banking and finance.
Author: Abraham Everardo Vela
Publisher:
Published: 1993
Total Pages: 348
ISBN-13:
DOWNLOAD EBOOKAuthor: Pascal Quiry
Publisher: John Wiley & Sons
Published: 2022-01-31
Total Pages: 1040
ISBN-13: 1119841631
DOWNLOAD EBOOKGet a distinctly European take on corporate finance The newly revised Sixth Edition of Corporate Finance: Theory and Practice delivers a uniquely European perspective on the foundations and latest trends in corporate finance, including the marked shifts brought about by sustainability, environmental, and social concerns. Containing updated statistics and graphs, the book covers the latest innovations in financial practice, like the rise of private equity investment, the continuous decline in listed companies, and the dramatic surge of sustainability-linked financing products. Readers get access to an accompanying website that offers regularly updated statistics, graphs, and charts, direct email access to the authors, quizzes, case studies, articles, and more. The book also includes: A balanced blend of theory and practice from an author team with a presence in academia and business Access to The Vernimmen.com Newsletter, which provides monthly updates on corporate finance to over 60,000 subscribers Ideal for students studying corporate finance as part of an MBA or a master's level programme in Finance, Corporate Finance: Theory and Practice is also required reading for practicing professionals in the UK and continental Europe seeking a distinctly European treatment of a critically important subject.
Author: J.M. Berk
Publisher: Springer Science & Business Media
Published: 2013-03-14
Total Pages: 157
ISBN-13: 1475734050
DOWNLOAD EBOOKStandard macroeconomic monographs often discuss the mechanism of monetary transmission, usually ending by highlighting the complexities and uncertainties involved in this mechanism. Conversely, The Preparation of Monetary Policy takes these uncertainties as a starting point, analytically investigating their nature and spelling out their consequences for the monetary policy maker. The second innovative aspect of this book is its focus on policy preparation instead of well-covered topics such as monetary policy strategy, tactics, and implementation. Thirdly, a general, multi-model framework for preparing monetary policy is proposed, which is illustrated by case studies stressing the role of international economic linkages and of expectations. Written in a self-contained fashion, these case studies are of interest by themselves. The book is written for an audience that is interested in the art and science of monetary policy making, which includes central bankers, academics, and (graduate) students in the field of monetary economics, macroeconomics, international economics and finance.
Author: Munir Andrés Jalil
Publisher:
Published: 2004
Total Pages: 258
ISBN-13:
DOWNLOAD EBOOKAuthor: Moorad Choudhry
Publisher: Butterworth-Heinemann
Published: 2003-07-04
Total Pages: 1152
ISBN-13: 0080574939
DOWNLOAD EBOOKThe Bond and Money Markets is an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students.Features comprehensive coverage of: * Government and Corporate bonds, Eurobonds, callable bonds, convertibles * Asset-backed bonds including mortgages and CDOs * Derivative instruments including futures, swaps, options, structured products* Interest-rate risk, duration analysis, convexity, and the convexity bias * The money markets, repo markets, basis trading, and asset/liability management * Term structure models, estimating and interpreting the yield curve * Portfolio management and strategies,total return framework, constructing bond indices* A stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis * Includes introductory coverage of very specialised topics (for which one previously required several texts) such as VaR, Asset & liability management and credit derivatives * Combines accessible style with advanced level topics
Author: Alexander Chudik
Publisher: Emerald Group Publishing
Published: 2022-01-18
Total Pages: 320
ISBN-13: 1802620672
DOWNLOAD EBOOKThe collection of chapters in Volume 43 Part B of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.