Money Market: An Introduction
Publisher: Bookboon.com
Published: 2013
ISBN-13: 9788740305869
Table of contents: title: Obsah; title: 1. Context: the financial system 1.1. Learning objectives; title: 1.2. Introduction; title: 1.3. The financial system; title: 1.4. Allied participants in the financial system; title: 1.5. Summary; title: 1.6. Bibliography; title: 2. Overview 2.1. Learning objectives; title: 2.2. Definition; title: 2.3. Primary money market: supply of and demand for short-term funds; title: 2.4. Organisational structure of the money market; title: 2.5. Money (deposit) creation in the money market; title: 2.6. Interbank deposit / loan market; title: 2.7. Money market interest rates; title: 2.8. Money market derivative markets; title: 2.9. International aspects of the money market; title: 2.10. Economics of the money market; title: 2.11. Summary; title: 2.12. Bibliography; title: 3. Interbank market & monetary policy 3.1. Learning outcomes; title: 3.2. Introduction; title: 3.3. Bank to central bank interbank market (required reserves) (b2cb IBM); title: 3.4. Bank to bank interbank market at the final interbank clearing (reserve funds market) (b2b IBM); title: 3.5. Central bank to bank interbank market (liquidity shortage) (cb2b IBM); title: 3.6. The money market identity / analysis; title: 3.7. Bank to bank interbank market revisited; title: 3.8. Summary; title: 3.9. Bibliography; title: 4. Mathematics 4.1. Learning objectives; title: 4.2. Introduction; title: 4.3. Time value of money concept; title: 4.4. Simple interest; title: 4.5. Compound interest; title: 4.6. Broken periods of less than a year (one interest payment); title: 4.7. Discount; title: 4.8. Effective rate; title: 4.9. Interest-add-on securities; title: 4.10. Discount securities; title: 4.11. Treasury bill tender mathematics; title: 4.12. Bonds with longer than six months to maturity date; title: 4.13. Bibliography; title: 5. Deposit & debt securities 5.1. Learning objectives; title: 5.2. Introduction; title: 5.3. Money market interest rates; title: 5.4. Deposit securities; title: 5.5. Debt securities; title: 5.6. Summary; title: 5.7. Bibliography; title: 6. Derivative instruments 6.1. Learning objectives; title: 6.2. Introduction; title: 6.3. Forwards; title: 6.4. Money market interest rate future; title: 6.5. Interest rate swaps; title: 6.6. Options; title: 6.7. Derivatives on derivatives; title: 6.8. Summary; title: 6.9. Bibliography