Debt Market by Stephen A. Ross, Hardcover | Barnes & Noble
Debt Market

Debt Market

by 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

Overview

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.

Editorial Reviews

Booknews
This compendium comprises three volumes of selected writings from various books and such journals as and , among numerous others. The first volume, The General Theory/>, contains 21 pieces (the earliest from 1941), arranged in sections on the classical expectations hypothesis, testing rational expectations hypotheses, and the derivative asset approach to the term structure. Volume 2, comprises 22 selections in sections on testing, and implementing, the derivative asset approach; taxation and clientele effects; and duration, immunication and hedging. The third volume is titled , and it contains 19 selections on corporate bonds and mortgages and other fixed income instruments. The set is indexed by name only. Annotation c. Book News, Inc., Portland, OR (booknews.com)

Product Details

ISBN-13:
9781852789879
Publisher:
Elgar, Edward Publishing, Inc.
Publication date:
01/28/2000
Series:
International Library of Critical Writin
Pages:
1
Product dimensions:
6.88(w) x 9.50(h) x (d)

Customer Reviews

Average Review:

Write a Review

and post it to your social network

     

Most Helpful Customer Reviews

See all customer reviews >