2nd Edition
Money and Capital Markets Pricing, yields and analysis
By Michael Sherris
Copyright 1996
232 Pages
by
Routledge
232 Pages
by
Routledge
232 Pages
by
Routledge
Also available as eBook on:
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... Read more
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
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
Biography
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.
