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Analysing and interpreting the yield curve /
The yield curve is the defining indicator of the global debt capital markets, and an understanding of it is vital to the smooth running of the economy as a whole. All participants in the market, be they issuers of capital, investors or banking intermediaries, will have a need to estimate, interpret...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
John Wiley & Sons,
2011.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Analysing and Interpreting the YIELD CURVE; Contents; Foreword; Preface; Part I: Introduction to Bond Yield and the Yield Curve; Chapter 1: Bond Yield Measurement; Chapter 2: The Yield Curve; Chapter 3: A Further Look at Spot and Forward Rates; Part II: Yield Curve Modeling; Chapter 4: Interest Rate Modeling Part 1 : An Introduction to Basic Concepts; Chapter 5: Interest Rate Modeling Part II: The Dynamics of Asset Prices; Chapter 6: Interest Rate Models : Part I; Chapter 7: Interest Rate Models : Part II; Chapter 8: The Index-linked Bond Yield Curve; Chapter 9: Analysing the Long Bond Yield.