Michael Sherris

Money and Capital Markets (eBook, PDF)

Pricing, yields and analysis

• Format: PDF

Produktbeschreibung

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

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 232
• Erscheinungstermin: 31. Mai 2023
• Englisch
• ISBN-13: 9781000944792
• Artikelnr.: 68118157

Autorenporträt

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.

Inhaltsangabe

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