The behavior of interest rates : an appication of the efficient market model to U.S. treasury bills /

By:

Roll, Richard

Contributor(s):

Samuelson, Paul

Material type: Text

TextPublication details: New York : Basic Books Inc. Publishers, c1970.Description: xviii, 139 p. :illISBN:

0465005977

Subject(s):

DDC classification:

332.8 ROL

Summary: The purposes of the investigation are to present a formal statement of the efficient market model of security price behavior; to use the theories of term structure of interest rates and efficient market model to derive exact representations of the dynamic behavior of internal rates of return for mono coupon, fixed-maturity bonds; etc

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Monograph & others	CBN HQ Library General Stacks	Non-fiction	332.8 ROL (Browse shelf(Opens below))	Available		31008100201447

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Previous	332.8 MEL Substitutability in financial markets -:	332.8 MIC The term structure of interest rates :	332.8 PAN Interest rates and flow of funds :	332.8 ROL The behavior of interest rates :	332.80942 PAI Long-term and short-term interest rates in the United Kingdom /	332.82 CON An introduction to the theory of interest /	332.82 EIN Roll-over credits;	Next

Includes bibliographical references and index.

The purposes of the investigation are to present a formal statement of the efficient market model of security price behavior; to use the theories of term structure of interest rates and efficient market model to derive exact representations of the dynamic behavior of internal rates of return for mono coupon, fixed-maturity bonds; etc

osc 28/01/2019

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