Home » Money and Capital Markets
Product Image

Money and Capital Markets

Michael Sherris
€192.20
Quantity:
In stock with our UK publisher. 14-28 days
Delivery/Collection within 10-20 working days
14 days return policy Shipping & Delivery
A01=Michael Sherris
actuarial mathematics
advanced interest rate modelling
Author_Michael Sherris
Bank Bill Rate
Bill Swap
Binomial Lattice
Binomial Model
Black Scholes Formula
Bond Equivalent Yield
Call Option
Category=KF
Category=KFFM
Coupon Bonds
Coupon Date
Coupon Payment
Cross Currency Swap
derivative pricing methods
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Exercise Price
financial risk management
fixed income analysis
Fixed Interest Securities
Floating Rate Payments
Floating Rate Securities
Foreign Currency Swap
Forward Contract
Forward Interest Rates
Forward Rate
Futures Contract
Interest Rate Derivatives
Interest Rate Swap
investment portfolio strategies
Margin Calls
Period Interest Rates
quantitative finance
Short Term Securities

Product details

  • ISBN 9780367718770
  • Weight: 590g
  • Dimensions: 156 x 234mm
  • Publication Date: 31 Mar 2021
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Product Form: Hardback
Secure checkout Fast Shipping Easy returns
Description

Money and Capital Markets provides the most up-to-date, practical coverage of the pricing and analysis of financial instruments and transactions available for Australian and international capital markets.

Here you have the underlying tools and techniques for the valuation and risk management of short-term money market and capital market securities and their derivatives. In a clear and direct way, Michael Sherris covers fixed interest securities, forwards, futures, swaps, options and interest rate derivatives (new in the Second Edition). Everything - from yield calculations to tax and horizon effects to interest rate risk measures - is lucidly explained and extensively illustrated with examples.

An invaluable reference for money market professionals, Money and Capital Markets is essential reading for tertiary students of finance, accounting and actuarial studies.
About Michael Sherris
Michael Sherris is Professor of Actuarial Studies at UNSW. Prior to becoming an academic he worked in the banking and finance industry for a number of major banks and a life insurance company. Professor Sherris has provided consulting advice for a number of banks, life insurance companies and fund managers in the areas of interest rate risk management, derivatives, funds management, project finance, investment modelling and superannuation.

More from this author