Analysing and interpreting the yield curve
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| Main Author: | |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore :
Wiley,
c2004.
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| Series: | Wiley finance series.
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| Subjects: | |
| Online Access: | 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.