Yield Curve Modelling

Yield Curve Modelling pdf epub mobi txt 电子书 下载 2025

出版者:Palgrave Macmillan
作者:Stander, Yolanda
出品人:
页数:208
译者:
出版时间:2005-9
价格:$ 314.14
装帧:HRD
isbn号码:9781403947260
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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.

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