Modeling the Term Structure of Interest Rates Across Countries : Selected essays

Language: English

Published by LAP LAMBERT Academic Publishing, 2009

3838301188 / 9783838301181

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nach der Bestellung gedruckt Neuware - Printed after ordering - An understanding of the stochastic behaviour of yields is important for the conduct of monetary policy, the financing of public debt, the expectations of real economic activity and inflation, the risk management of a portfolio of securities, and the valuation of interest rate derivatives. It is, therefore, not surprising that the study of yield curve dynamics is occupying such a prominent and unique place in theoretical and empirical macroeconomics and finance.

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Title
Modeling the Term Structure of Interest Rates Across Countries : Selected essays
Author
Stan Maes
Publisher
LAP LAMBERT Academic Publishing
Publication year
2009
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3838301188
ISBN 13
9783838301181
Item weight
411 grams
Dimensions
220x150x16 mm

AHA-BUCH GmbH

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