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| LEADER |
01817nam a2200325 a 4500 |
| 001 |
c000187146 |
| 003 |
CARM |
| 005 |
19950830000000.0 |
| 008 |
930520s1994 njua b 001 0 eng |
| 010 |
|
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|a 93025164
|
| 019 |
1 |
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|a 10140582
|z 60993256
|5 LACONCORD2021
|
| 020 |
|
|
|a 0133591913
|
| 035 |
|
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|a (OCoLC)28254664
|5 LACONCORD2021
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| 040 |
|
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|a TOC
|b eng
|c TOC
|d TOC
|
| 050 |
|
0 |
|a HB539
|b .V35 1994
|
| 082 |
0 |
0 |
|a 332.8
|2 20
|
| 100 |
1 |
|
|a Van Horne, James C.
|q (James Carter),
|d 1935-
|
| 245 |
1 |
0 |
|a Financial market rates and flows /
|c James C. Van Horne.
|
| 250 |
|
|
|a 4th ed.
|
| 260 |
|
|
|a Englewood Cliffs, N.J. :
|b Prentice Hall,
|c c1994.
|
| 300 |
|
|
|a xiii, 338 p. :
|b ill. ;
|c 23 cm.
|
| 504 |
|
|
|a Includes bibliographical references and index.
|
| 505 |
2 |
|
|a 1. The Function of Financial Markets -- 2. The Flow-of-Funds System -- 3. Foundations for Interest Rates -- 4. Inflation and Returns -- 5. The Term Structure of Interest Rates -- 6. Price Volatility, Coupon Rate, and Maturity -- 7. The Default-Risk Structure of Interest Rates -- 8. Derivative Securities: Interest-Rate Futures -- 9. Derivative Securities: Swaps -- 10. Derivative Securities: Options -- Appendix A: Put-Call Parity -- Appendix B: Application of Option Pricing Concepts to Valuing Convertible Securities -- 11. Embedded Options: Call, Mortgage Prepayment, and Sinking Fund -- 12. Controlling Currency Risk -- 13. The Influence of Taxes -- 14. The Social Allocation of Capital.
|
| 650 |
|
0 |
|a Interest rates.
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| 650 |
|
0 |
|a Flow of funds.
|
| 650 |
|
0 |
|a Capital market.
|
| 650 |
|
0 |
|a Hedging (Finance)
|
| 852 |
8 |
|
|b CARM
|h A2:AO19D0
|i C06954
|p 0251283
|f BK
|
| 999 |
f |
f |
|i 4aa9e3b5-d2bf-51c7-8695-caef6e116ead
|s 682986d8-8e85-5d78-ad37-be14f1a3e620
|
| 952 |
f |
f |
|p Can circulate
|a CAVAL
|b CAVAL
|c CAVAL
|d CARM 1 Store
|e C06954
|f A2:AO19D0
|h Other scheme
|i book
|m 0251283
|