Yield Curve Modelling (Finance & Capital Markets S) [Hardcover] Yolanda Stander (Author)
Release date: August 25, 2005 | ISBN-10: 1403947260 | ISBN-13: 978-1403947260
This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. An extensive list of yield curve models are shown and discussed. Using actual market instruments, these models are then applied and the different yield curves are compared. It is assumed that the reader has a basic understanding of the financial instruments available in the market. Various issues that have to be taken into account in practice are discussed, and it is also shown how yield curves can be used to estimate credit spreads and country risk premiums.
Product Details
- Series: Finance & Capital Markets S
- Hardcover: 200 pages
- Publisher: Palgrave Macmillan (August 25, 2005)
- Language: English
- ISBN-10: 1403947260
- ISBN-13: 978-1403947260
- Product Dimensions: 9.2 x 6.4 x 0.9 inches
- Shipping Weight: 1.2 pounds (View shipping rates and policies)
- Average Customer Review: 5.0 out of 5 stars See all reviews (1 customer review)
- Amazon Best Sellers Rank: #4,630,675 in Books (See Top 100 in Books)