Analysing and interpreting the yield curve

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Detalles Bibliográficos
Autor Principal: Choudhry, Moorad
Autor Corporativo: ebrary, Inc
Formato: Electrónico eBook
Idioma:inglés
Publicado: Singapore : Wiley, c2004.
Series:Wiley finance series.
Subjects:
Acceso en liña:An electronic book accessible through the World Wide Web; click to view
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Table of Contents:
  • pt. 1. Introduction to bond yield and the yield curve
  • pt. 2. Yield curve modeling
  • pt. 3. Fitting the yield curve
  • pt. 4. The yield curve and relative-value trading.