The Debt Market - Couverture rigide

Couverture rigide

ISBN 10 : 1852789875 ISBN 13 : 9781852789879

Editeur : Edward Elgar Publishing Ltd, 2000

Synopsis

This three-volume collection - prepared by a leading scholar and practitioner - presents the subject through a collection of important published articles on the debt market.

It focuses first on the classical bond market and moves on to a discussion of rational expectations, estimation and the term structure. This is followed by the modern theory of the term structure derived from modelling the stochastic movements of interest rates. The third section discusses implementation and related subtopics including taxation and the management of interest rate risk. The final section extends the discussion to corporate bonds and mortgages.

A propos du livre

À propos de l?auteur

Edited by the late Stephen A. Ross, formerly Franco Modigliani Professor of Finance and Economics, Sloan School of Management and Department of Economics, Massachusetts Institute of Technology, US

Détails de l'édition

• Éditeur: Edward Elgar Publishing Ltd
• Date d'édition: 2000
• Langue: anglais
• ISBN 10: 1852789875
• ISBN 13: 9781852789879
• Reliure: Relié
• Nombre de pages: 1576
• Éditeur: Ross Stephen A.
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible