Money and Capital Markets: Pricing, Yields and Analysis

ISBN-13: 9780367718770 / Angielski / Twarda / 2021 / 232 str.

Michael Sherris

Opis

Straight text book for courses on capital markets and products, and actuarial studies.

Spis treści

Diagrams

Tables

Preface

Acknowledgements

1 Price calculations for short-term securities

2 Yield calculations for short-term securities

3 Pricing of long-term securities

4 Yield calculations for long-term securities

5 Interest rate risk analysis for fixed-interest securities

6 Forwards and futures

7 Swaps

8 Options

9 Interest rate derivatives

Glossary of securities

Bibliography

Index

O autorze

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.