Interest Rates: An Introduction
Publisher: Bookboon.com
Published: 2013
ISBN-13: 9788740308617
Table of contents: title: Obsah; title: What are interest rates?; title: Learning outcomes; title: Introduction; title: Financial system: a synopsis; title: Debt and deposits; title: The bank margin; title: Rate of interest; title: Time value of money; title: TMV and compound interest; title: Effective rate; title: Coupon rate; title: Price of a security: the principle; title: Price of a security: multiple future cash flows and yield to maturity; title: Other issues and terminology related to interest rates; title: References; title: Relationship of interest rates; title: Learning outcomes; title: Introduction; title: Relationship between the policy interest rate and the banks’ prime lending rate; title: The many, but related, interest rates on debt and deposits; title: Interbank market interest rates; title: Relationship of money market interest rates; title: References; title: Composition of interest rates; title: Learning outcomes; title: Introduction; title: The yield curve; title: Literature on the composition of interest rates; title: Composition of interest rates: an alternative analysis; title: Literature on the risk-free rate; title: The risk-free rate: an alternative view; title: Relationship of interest rates revisited; title: References; title: Interest rate discovery; title: Learning outcomes; title: Introduction; title: Interest rate discovery and security valuation; title: Organisational structure of financial markets; title: Role of secondary markets; title: Interest rate discovery in the debt and deposit markets; title: Factors which impact on price discovery; title: References; title: Bank liquidity & interest rate discovery; title: Learning outcomes; title: Introduction; title: Monetary policy models; title: A bank liquidity analysis; title: Quantitative easing; title: Quantitative easing and interest rates; title: Appendix 1: quantitative easing literature review; title: References; title: Role of interest rates; title: Learning outcomes; title: Introduction; title: Primary tool of monetary policy; title: Part of bridge between present and future consumption; title: Advancing consumption / investment with debt; title: Inverse relationship with asset prices and the wealth effect; title: Interest rates and derivative instrument pricing; title: Interest rates and the foreign sector; title: References; title: An optimal rate of interest: the natural rate; title: Learning outcomes; title: Introduction; title: The Wicksell hypothesis; title: Literature review; title: An alternative interpretation; title: Reconciliation of PR and PIR / IBMR; title: Taylor rule; title: A proposed Taylor-type rule; title: References