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Yield Curve Modeling

By  Y. Stander

Usually dispatched within 3 - 5 business days.

In Stock (334)

£ 215.99

Description

This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. Using actual market instruments, these models are then applied and the different yield curves are compared. Creating a yield curve model has some implications in risk management.

Book Details
EAN:
9781349524280
Binding:
Paperback / softback
Dimensions(mm):
235 x 155
Publication Date:
2005-06-23
Publisher:
Publication Country:
United Kingdom