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.

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.

The Debt Market

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Hardback by Stephen A. Ross

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This three-volume collection - prepared by a leading scholar and practitioner - presents the subject through a collection of important... Read more

    Publisher: Edward Elgar Publishing Ltd
    Publication Date: 25/08/2000
    ISBN13: 9781852789879, 978-1852789879
    ISBN10: 1852789875

    Number of Pages: 1576

    Non Fiction , Business, Finance & Law

    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.

    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.

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