Debt Marketby Stephen A. Ross
This major series presents by field outstanding selections of the most important articles across the entire spectrum of financial economics -- one of the fastest growing areas in both business schools and economics departments. Each collection has been prepared by a leading specialist who has written an authoritative introduction to the literature.
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 modeling 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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