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Item Details
Title: THE DEBT MARKET
By: Stephen A. Ross (Editor)
Format: Hardback

List price: £698.00


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 1852789875
ISBN 13: 9781852789879
Publisher: EDWARD ELGAR PUBLISHING LTD
Pub. date: 23 August, 2000
Series: The International Library of Critical Writings in Financial Economics Series 5
Pages: 1576
Description: 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.
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.
Publication: UK
Imprint: Edward Elgar Publishing Ltd
Returns: Returnable
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