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Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students. This second edition retains the main features of the first edition while incorporating a complete revision of the text as well as additional exercises wi
Interest rate futures --- Stochastic models --- Marchés à terme de taux d'intérêt --- Modèles stochastiques --- Mathematical models --- Modèles mathématiques --- Finance -- Mathematical models. --- Options (Finance) -- Mathematical models. --- Options (Finance) -- Prices -- Mathematical models. --- Finance --- Business & Economics --- Investment & Speculation --- Stochastic models. --- Mathematical models. --- Marchés à terme de taux d'intérêt --- Modèles stochastiques --- Modèles mathématiques --- Futures, Interest rate --- Models, Stochastic --- Financial futures --- E-books
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There is widespread belief that the high interest rates of the 1980's and 1990's in the developed world have been caused by high budget deficits. Yet, there is no conclusive evidence to support such a belief. This book systematically examines this and other questions relating to the behaviour of real interest rates in eleven developed countries. The results show that generalizations across the countries can be hazardous and strongly suggests that factors specific to individual countries are still of vital importance.
336.781 --- 336.121 --- 336.2 --- Budget deficits --- -Interest rates --- -solde budgetaire --- taux d'interet --- pays industrialises --- AA / International- internationaal --- BE / Belgium - België - Belgique --- DE / Germany - Duitsland - Allemagne --- FR / France - Frankrijk --- JP / Japan - Japon --- US / United States of America - USA - Verenigde Staten - Etats Unis --- 305.7 --- 336.61 --- 333.830 --- 336.401 --- Money market rates --- Rate of interest --- Rates, Interest --- Interest --- Deficits, Budget --- Budget --- Deficit financing --- Rente. Interest. Interestpolitiek. Yield-curve-analyse.bankrate. Interestvoet. Rentevoet. Depositorente. Fisher-hypothesis. --- Nationaal budget. Rijksbegroting. Staatsbegroting. Begrotingspolitiek --- Belastingsakkoorden. Belastingswezen --- Case studies --- Effect of inflation on --- -Case studies --- begrotingssaldo --- rentevoeten --- geindustrialiseerde landen --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente. --- Financieel beleid. --- Theorieën en algemeenheden over geldrente. --- Verband tussen begrotingspolitiek en economische evolutie. --- Budget deficits. --- Budget deficits - Case studies. --- Interest rates. --- Interest rates --- Political Science --- Law, Politics & Government --- Public Finance --- Case studies. --- 336.2 Belastingen. Belastingswezen. Openbare financien. Belastingspolitiek. Belastingstheorie. Belastingsharmonisatie. Fiskale politiek. Belastingsleer. Belastingsdruk. Belastingstechniek. Belastingsstelsel.Belastingstarief --- 336.2 Belastingsakkoorden. Belastingswezen --- Belastingen. Belastingswezen. Openbare financien. Belastingspolitiek. Belastingstheorie. Belastingsharmonisatie. Fiskale politiek. Belastingsleer. Belastingsdruk. Belastingstechniek. Belastingsstelsel.Belastingstarief --- 336.121 Nationaal budget. Rijksbegroting. Staatsbegroting. Begrotingspolitiek --- 336.781 Rente. Interest. Interestpolitiek. Yield-curve-analyse.bankrate. Interestvoet. Rentevoet. Depositorente. Fisher-hypothesis. --- solde budgetaire --- Effect of inflation on&delete& --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente --- Theorieën en algemeenheden over geldrente --- Verband tussen begrotingspolitiek en economische evolutie --- Financieel beleid --- Rente. Interest. Interestpolitiek. Yield-curve-analyse.bankrate. Interestvoet. Rentevoet. Depositorente. Fisher-hypothesis
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This book, edited by Tony Killick, consists of papers presented at a seminar sponsored jointly by the IMF and the Overseas Development Institute, held in London, England, to discuss the problems facing the developing world in a global environment of high inflation rates and large payments imbalances.
Balance of payments --- Finance --- International finance --- Conditionality (International relations) --- Congresses. --- International Monetary Fund --- #ECO:03.09:industrie en onderneming investering FDI financiering --- #ECO:05.10:landen internationaal --- cooperation economique --- balance des paiements --- taux d'interet --- economische samenwerking --- betalingsbalans --- rentevoeten --- Conditionality (International relations). --- Political conditionality --- dettes internationales --- fmi --- inflation --- problematique du developpement --- #ECO:01.10:economie overheid financiën begroting beleid --- 333.432.8 --- 338.340 --- 338.341.1 --- 382.256 --- AA / International- internationaal --- 339.732 --- 339.732 Ida. Ibrd. Bird. Ifc. Imf. Speciale trekkingsrechten. Bank voor internationale betalingen. Internationaal monetair systeem --- 339.732 Internationale banken. Wereldbank. Ontwikkelingsbank. Investeringsbank. Comecom, samenwerkingsbank. Europees monetair fonds. Europees ontwikkelingsfonds. Europese investeringsbank. Europese monetaire --- Ida. Ibrd. Bird. Ifc. Imf. Speciale trekkingsrechten. Bank voor internationale betalingen. Internationaal monetair systeem --- Internationale banken. Wereldbank. Ontwikkelingsbank. Investeringsbank. Comecom, samenwerkingsbank. Europees monetair fonds. Europees ontwikkelingsfonds. Europese investeringsbank. Europese monetaire --- International relations --- Economic assistance --- Loans, Foreign --- Current account balance (International trade) --- International payments, Balance of --- Foreign exchange --- Terms of trade --- Balance of trade --- International liquidity --- Congresses --- internationale schulden --- imf --- inflatie --- ontwikkelingsproblematiek --- Internationale monetaire organisatie. Internationaal Muntfonds. Algemene leningovereenkomsten --- Algemene ontwikkeling in de Derde Wereld --- Financiële hulp aan de Derde Wereld --- Buitenlandse hulp (betalingsbalans) --- Internationaal monetair fonds --- International monetary fund --- Developing countries --- IMF --- Balance of payments - Developing countries - Congresses. --- Finance - Developing countries - Congresses. --- International finance - Congresses --- Macroeconomics --- Banks and Banking --- Foreign Exchange --- Central Banks and Their Policies --- Economic & financial crises & disasters --- Banking --- Financial crises --- Central banks --- Currency crises --- Banks and banking, Central
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Edited by Vito Tanzi, Director of the IMF's Fiscal Affairs Department, the book consists of nine studies pertaining to monetary-fiscal links in both closed and open economies.
Taxation --- Interest rates --- Effect of inflation on --- Effect of inflation on. --- Taxes --- Private finance --- Money. Monetary policy --- 336.781 --- 336.2 --- 336.748.12 --- #ECO:01.06:economie fiscaliteit belastingen --- fiscalite --- inflation --- taux d'interet --- AA / International- internationaal --- 382.242.0 --- 336.212.2 --- 336.61 --- 333.846.7 --- 333.846.6 --- -Interest rates --- -336.2 --- 336.748.12 Algemeen prijsniveau. Prijsindex. Prijsstijging --- Algemeen prijsniveau. Prijsindex. Prijsstijging --- 336.2 Belastingen. Belastingswezen. Openbare financien. Belastingspolitiek. Belastingstheorie. Belastingsharmonisatie. Fiskale politiek. Belastingsleer. Belastingsdruk. Belastingstechniek. Belastingsstelsel.Belastingstarief --- 336.2 Belastingsakkoorden. Belastingswezen --- Belastingen. Belastingswezen. Openbare financien. Belastingspolitiek. Belastingstheorie. Belastingsharmonisatie. Fiskale politiek. Belastingsleer. Belastingsdruk. Belastingstechniek. Belastingsstelsel.Belastingstarief --- Belastingsakkoorden. Belastingswezen --- 336.781 Rente. Interest. Interestpolitiek. Yield-curve-analyse.bankrate. Interestvoet. Rentevoet. Depositorente. Fisher-hypothesis. --- Rente. Interest. Interestpolitiek. Yield-curve-analyse.bankrate. Interestvoet. Rentevoet. Depositorente. Fisher-hypothesis. --- Money market rates --- Rate of interest --- Rates, Interest --- Interest --- Duties --- Fee system (Taxation) --- Tax policy --- Tax reform --- Taxation, Incidence of --- Finance, Public --- Revenue --- fiscaliteit --- inflatie --- rentevoeten --- Balans van het kapitaalverkeer: algemeenheden. --- Belastingen op inkomsten uit effecten. --- Financieel beleid. --- Verband tussen de geld-, bank- en kredietpolitiek en de buitenlandse handel en betalingsbalans. --- verband tussen de geld-, bank- en kredietpolitiek en de openbare financiën. --- Inflation (Finance) --- Inflation (Finance) and taxation --- verband tussen de geld-, bank- en kredietpolitiek en de openbare financiën --- Verband tussen de geld-, bank- en kredietpolitiek en de buitenlandse handel en betalingsbalans --- Belastingen op inkomsten uit effecten --- Financieel beleid --- Balans van het kapitaalverkeer: algemeenheden --- Rente. Interest. Interestpolitiek. Yield-curve-analyse.bankrate. Interestvoet. Rentevoet. Depositorente. Fisher-hypothesis --- Taxation - Effect of inflation on --- Interest rates - Effect of inflation on --- Banks and Banking --- Foreign Exchange --- Inflation --- Macroeconomics --- Price Level --- Deflation --- Interest Rates: Determination, Term Structure, and Effects --- Personal Income, Wealth, and Their Distributions --- Personal Income and Other Nonbusiness Taxes and Subsidies --- Taxation, Subsidies, and Revenue: General --- Aggregate Factor Income Distribution --- Public finance & taxation --- Finance --- Currency --- Foreign exchange --- International economics --- Personal income --- Real interest rates --- Income tax systems --- Income and capital gains taxes --- Prices --- National accounts --- Financial services --- Income --- Income tax --- United States
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