A Basic Model of Bond Markets

Eliezer Prisman

Chapter 2 in Lecture Notes in Investment:Investment Fundamentals, 2020, pp 15-28 from World Scientific Publishing Co. Pte. Ltd.

Abstract: In the Chapter 1, we revisited the concept of time value of money and its relation to opportunity cost, but over a one period model. We did touch upon multi-period models but only under the assumption that the interest rate from period to period is the same: a phenomena referred to as a flat-term structure of interest rate…

Keywords: Equality Markets; Bond Markets; Investment Fundamentals (search for similar items in EconPapers)
JEL-codes: G10 G11 (search for similar items in EconPapers)
Date: 2020
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