Yield Curve Modeling

Language: English

Published by Palgrave Macmillan Jun 2005, 2005

134952428X / 9781349524280

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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Softcover

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This item is printed on demand - it takes 3-4 days longer - Neuware -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, like daycount conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown how yield curves can be used to estimate credit spreads and country risk premiums. Creating a yield curve model has some implications in risk management. Specifically - the model, operational, liquidity and basis risks are discussed. 208 pp. Englisch.

Seller Inventory # 9781349524280

Title
Yield Curve Modeling
Author
Y. Stander
Publisher
Palgrave Macmillan Jun 2005
Publication year
2005
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
134952428X
ISBN 13
9781349524280
Item weight
324 grams
Dimensions
235x155x12 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

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BuchWeltWeit Ludwig Meier e.K.

Germany