Money and Capital Markets: Pricing, yields and analysis - Softcover

9781864481594: Money and Capital Markets: Pricing, yields and analysis
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/ 1864481595 / Economics / Nederlands / Dutch / Néerlandais / Niederländisch / paperback / 14 x 22 cm / 217 .pp /

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About the Author:
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.
Synopsis:
Offers practical coverage of the pricing and analysis of financial instruments and transactions in Australian and international capital markets. This work includes an analysis of all relevant calculations and a chapter on interest rate derivatives analyzing current products and techniques.

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  • PublisherRoutledge
  • Publication date1996
  • ISBN 10 1864481595
  • ISBN 13 9781864481594
  • BindingPaperback
  • Edition number2
  • Number of pages232

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Book Description Paperback. Condition: new. Paperback. 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. 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. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781864481594

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