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The Debt Market

The Debt Market

  • R 13,924.53
  • Save R 140

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 modelling 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.

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