Financial market rates and flows /
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| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Englewood Cliffs, N.J. :
Prentice Hall,
c1994.
|
| Edition: | 4th ed. |
| Subjects: |
Table of Contents:
- 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.