Estimating and Interpreting the Yield Curve (Financial Economics and Quantitative Analysis Series) - Hardcover
Synopsis
A yield curve is a graph which indicates the term structure of interest rates by plotting the yields of all bonds of the same quality. This guide provides a thorough analysis of estimation techniques and a survey of yield curve interpretation. It provides insight into the Bank of England's current estimation of these techniques.
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Estimating and Interpreting the Yield Curve (Financial Economics and Quantitative Analysis Series)
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Estimating and Interpreting the Yield Curve (Financial Economics and Quantitative Analysis Series)
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Estimating and Interpreting the Yield Curve (Financial Economics and Quantitative Analysis Series)
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Estimating and Interpreting the Yield Curve (Financial Economics and Quantitative Analysis Series) Anderson, Nicola; Breedon, Francis; Deacon, Mark; Derry, Andrew and Murphy, Gareth
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