Money and Capital Markets
Allen & Unwin (Verlag)
978-1-86448-159-4 (ISBN)
Money and Capital Markets provides the most up-to-date, practical coverage of the pricing and analysis of financial instruments and transactions available for Australian and international capital markets.Here you have the underlying tools and techniques for the valuation and risk management of short-term money market and capital market securities and their derivatives. In a clear and direct way, Michael Sherris covers fixed interest securities, forwards, futures, swaps, options and interest rate derivatives (new in the Second Edition). Everything - from yield calculations to tax and horizon effects to interest rate risk measures - is lucidly explained and extensively illustrated with examples.An invaluable reference for money market professionals, Money and Capital Markets is essential reading for tertiary students of finance, accounting and actuarial studies.
Michael Sherris is Professor of Actuarial Studies at UNSW. Prior to becoming an academic he worked in the banking and finance industry for a number of major banks and a life insurance company. Professor Sherris has provided consulting advice for a number of banks, life insurance companies and fund managers in the areas of interest rate risk management, derivatives, funds management, project finance, investment modelling and superannuation.
DiagramsTablesPrefaceAcknowledgements1 Price calculations for short-term securities2 Yield calculations for short-term securities3 Pricing of long-term securities4 Yield calculations for long-term securities5 Interest rate risk analysis for fixed-interest securities6 Forwards and futures7 Swaps8 Options9 Interest rate derivativesGlossary of securitiesBibliographyIndex
Erscheint lt. Verlag | 1.8.1996 |
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Sprache | englisch |
Maße | 156 x 234 mm |
Gewicht | 453 g |
Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft | |
ISBN-10 | 1-86448-159-5 / 1864481595 |
ISBN-13 | 978-1-86448-159-4 / 9781864481594 |
Zustand | Neuware |
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