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A History of Interest Rates, 4th Edition, Sidney Homer


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Цена: 8360р.
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 544 шт.  Склад Америка: 133 шт.  
При оформлении заказа до: 22 ноя 2019
Ориентировочная дата поставки: середина Декабря

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Автор: Sidney Homer
Название:  A History of Interest Rates, 4th Edition
Издательство: Wiley
Классификация:
Финансы

ISBN: 0471732834
ISBN-13(EAN): 9780471732839
ISBN: 0-471-73283-4
ISBN-13(EAN): 978-0-471-73283-9
Обложка/Формат: Hardback
Страницы: 710
Вес: 1.006 кг.
Дата издания: September 13, 2005
Серия: Wiley finance series
Язык: ENG
Издание: 4 rev ed
Иллюстрации: Illustrations
Размер: 23.72 x 15.49 x 5.56 cm
Читательская аудитория: Professional & vocational
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание: A History of Interest Rates presents a very readable account of interest rate trends and lending practices over four millennia of economic history. Despite the paucity of data prior to the Industrial Revolution, authors Homer and Sylla provide a highly detailed analysis of money markets and borrowing practices in major economies. Underlying the analysis is their assertion that the free market long-term rates of interest for any industrial nation, properly charted, provide a sort of fever chart of the economic and political health of that nation. Given the enormous volatility of rates in the 20th century, this implies were living in age of political and economic excesses that are reflected in massive interest rate swings. Gain more insight into this assertion by ordering a copy of this book today.
Дополнительное описание: Кол-во стр.: 736
Дата издания: 2005





Structured Products Volume 1: Exotic Options; Interest Rates & Currency (The Swaps & Financial Derivatives Library), 3rd Edition Revised

Автор: Satyajit Das
Название: Structured Products Volume 1: Exotic Options; Interest Rates & Currency (The Swaps & Financial Derivatives Library), 3rd Edition Revised
ISBN: 0470821663 ISBN-13(EAN): 9780470821664
Издательство: Wiley
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Цена: 11495 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Structured Products Volume 1 consists of 4 Parts and 20 Chapters covering applications of derivatives, the creation of synthetic assets using derivaves (such as asset swaps, structured notes and repackaged assets), exotic options, non-generic derivative structures used in interest rates and currency markets (including non-generic swaps, basis (floating-to-floating) swaps, swaptions (options on interest rate swaps), callable bonds, CMT products, IAR products, interest rate and currency structured products.

Interest Rates, Prices and Liquidity

Автор: Chadha
Название: Interest Rates, Prices and Liquidity
ISBN: 1107480035 ISBN-13(EAN): 9781107480032
Издательство: Cambridge Academ
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Цена: 3225 р.
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Описание: Many of the assumptions that underpin mainstream macroeconomic models have been challenged as a result of the traumatic events of the recent financial crisis. Thus, until recently, it was widely agreed that although the stock of money had a role to play, in practice it could be ignored as long as we used short-term nominal interest rates as the instrument of policy because money and other credit markets would clear at the given policy rate. However, very early on in the financial crisis interest rates effectively hit zero percent and so central banks had to resort to a wholly new set of largely untested instruments to restore order, including quantitative easing and the purchase of toxic financial assets. This book brings together contributions from economists working in academia, financial markets and central banks to assess the effectiveness of these policy instruments and explore what lessons have so far been learned.

Interest Rates, Prices and Liquidity

Автор: Chadha
Название: Interest Rates, Prices and Liquidity
ISBN: 1107014735 ISBN-13(EAN): 9781107014732
Издательство: Cambridge Academ
Рейтинг:
Цена: 8014 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Many of the assumptions that underpin mainstream macroeconomic models have been challenged as a result of the traumatic events of the recent financial crisis. Thus, until recently, it was widely agreed that although the stock of money had a role to play, in practice it could be ignored as long as we used short-term nominal interest rates as the instrument of policy because money and other credit markets would clear at the given policy rate. However, very early on in the financial crisis interest rates effectively hit zero percent and so central banks had to resort to a wholly new set of largely untested instruments to restore order, including quantitative easing and the purchase of toxic financial assets. This book brings together contributions from economists working in academia, financial markets and central banks to assess the effectiveness of these policy instruments and explore what lessons have so far been learned.

Term Structure of Interest Rates: Expectations and Behavior Patterns

Автор: Malkiel Burton Gordon
Название: Term Structure of Interest Rates: Expectations and Behavior Patterns
ISBN: 0691623619 ISBN-13(EAN): 9780691623610
Издательство: Wiley
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Цена: 3135 р.
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Описание:

Can expectations alone explain the yield differentials among bonds of different maturities? To what extend do attitudes toward risk and transactions costs influence the behavior of bond investors? Is it possible for the Federal Reserve to twist the interest-rate structure in accordance with its policy objectives? These are among the questions treated.

Originally published in 1966.

The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These paperback editions preserve the original texts of these important books while presenting them in durable paperback editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905."

Interest rates and coupon bonds in quantum finance

Автор: Baaquie, Belal E.
Название: Interest rates and coupon bonds in quantum finance
ISBN: 0521889286 ISBN-13(EAN): 9780521889285
Издательство: Cambridge Academ
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Цена: 8326 р.
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Описание: The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical concepts to describe and price financial instruments. Focusing on interest rates and coupon bonds, this book does not employ stochastic calculus – the bedrock of the present day mathematical finance – for any of the derivations. Instead, it analyzes interest rates and coupon bonds using quantum finance. The Heath-Jarrow-Morton and the Libor Market Model are generalized by realizing the forward and Libor interest rates as an imperfectly correlated quantum field. Theoretical models have been calibrated and tested using bond and interest rates market data. Building on the principles formulated in the author’s previous book (Quantum Finance, Cambridge University Press, 2004) this ground-breaking book brings together a diverse collection of theoretical and mathematical interest rate models. It will interest physicists and mathematicians researching in finance, and professionals working in the finance industry.

Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets

Автор: Kraft Holger
Название: Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets
ISBN: 3540212302 ISBN-13(EAN): 9783540212300
Издательство: Springer
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Цена: 8134 р.
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Описание: The continuous-time portfolio problem consists of finding the optimal investment strategy of an investor. In the classical Merton problem the investor can allocate his funds to a riskless savings account and risky assets. However, to get explicit results, it is assumed that the interest rates are deterministic and that the assets are default free. In this monograph both assumptions are weakened: The author analyzes and solves portfolio problems with stochastic interest rates and with defaultable assets. Besides, he briefly discusses how portfolio problems with foreign assets can be handled. The focus of the monograph is twofold: On the one hand, the economical problems are carefully explained, on the other hand their formal solution is rigorously presented. For this reason the text should be of interest to researchers with a Finance background as well as to researchers with a more formal background who would like to see how mathematics is applied to portfolio theory.

Stochastic Interest Rates

Автор: McInerney
Название: Stochastic Interest Rates
ISBN: 0521175690 ISBN-13(EAN): 9780521175692
Издательство: Cambridge Academ
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Цена: 2601 р.
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Описание: This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical examples. Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen examples to help students acquire the necessary skills to deal with interest rate modelling in a real-world setting. In addition, the book's webpage at www.cambridge.org/9781107002579 provides solutions to all of the exercises as well as the computer code (and associated spreadsheets) for all numerical work, which allows students to verify the results.

Exchange Rates and Foreign Direct Investment in Emerging Asia

Автор: Rajan
Название: Exchange Rates and Foreign Direct Investment in Emerging Asia
ISBN: 0415682053 ISBN-13(EAN): 9780415682053
Издательство: Taylor&Francis
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Цена: 12540 р.
Наличие на складе: Невозможна поставка.

Описание: First Published in 2011. Routledge is an imprint of Taylor & Francis, an informa company.

Interest-rate management

Автор: Zagst, Rudi
Название: Interest-rate management
ISBN: 3642087086 ISBN-13(EAN): 9783642087080
Издательство: Springer
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Цена: 8414 р.
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Описание: This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate derivatives. It can also serve as a valuable textbook on financial markets for graduate and PhD students in mathematics.

Fixed Income and Interest Rate Derivative Analysis,

Автор: Mark Britten-Jones
Название: Fixed Income and Interest Rate Derivative Analysis,
ISBN: 075064012X ISBN-13(EAN): 9780750640121
Издательство: Elsevier Science
Рейтинг:
Цена: 9065 р.
Наличие на складе: Поставка под заказ.

Описание: Gives a clear approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this book shows that the fundamentals of fixed income and interest rate derivate analysis can be easily understood when seen as a small number of simple economic concepts.

European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives

Автор: Jonathan A. Batten
Название: European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives
ISBN: 0470850531 ISBN-13(EAN): 9780470850534
Издательство: Wiley
Рейтинг:
Цена: 10973 р.
Наличие на складе: Поставка под заказ.

Описание: The introduction of the euro in 1999 cast a focus on the financial markets of constituent euro-zone countries. This book offers in-depth insights and advice for practitioners in the European fixed-income and ancillary derivative markets. It also and includes an analysis of euro and non-euro markets, as well as emerging countries.

Capital and Interest

Название: Capital and Interest
ISBN: 1138923273 ISBN-13(EAN): 9781138923270
Издательство: Taylor&Francis
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Цена: 12540 р.
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Описание: Produced throughout the first fifteen years of Hayek's career, the writings collected in Capital and Interest see Hayek elaborate upon and extend his landmark lectures that were published as Prices and Production and work toward the technically sophisticated line of thought seen in his later Pure Theory of Capital. Illuminating the development of Hayek's detailed contributions to capital and interest theory, the collection also sheds light on how Hayek's work related to other influential economists of the time. Highlights include the 1936 article 'The Mythology of Capital' presented here alongside Frank Knight's criticisms of the Austrian theory of capital that prompted it - and 'The Maintenance of Capital',with subsequent comments by the English economist A. C. Pigou. These and other familiar works are accompanied by lesser-known articles and lectures, including a lecture on technological progress and excess capacity. An introduction by the book's editor, leading Hayek scholar Lawrence H. White, places Hayek's contributions in careful historical context, with ample footnotes and citations for further reading, making this a touchstone addition to the University of Chicago Press's Collected Works of F. A. Hayek series.


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