Application Multi Yield Curves Modelling by Muthoni Lucy (8 results)
Language: English
Published by VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
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Condition: New. pp. 68.
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Taschenbuch. Condition: Neu. Application of Multi-Yield Curves Modelling to Kenyan Bonds Market | Lucy Muthoni | Taschenbuch | Paperback | 68 S. | Englisch | 2014 | LAP Lambert Academic Publishing | EAN 9783659595264 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]d…e | Anbieter: preigu.
Language: English
Published by VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
- Softcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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Condition: New. Print on Demand pp. 68 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam.
Language: English
Published by LAP Lambert Academic Publishing Sep 2014, 2014
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -With the onset of the financial crisis in late 2007, the market conditions changed radically and the elementary pricing procedure used among practitioners became unreliable and obsolete. This necessitated a change in the methods use…d in pricing financial products. We discuss post-credit crunch paradigm shift from single-curve to the multi-curve setting. We first present the single curve and explore techniques such as the construction of single yield (spot) curve, and show how we obtain yield measures from the curve and use them to price interest rate swaps and bonds. We then study the multi-curve pricing framework and compare the two pricing methodologies against the practice currently used in Kenya to price bonds and give recommendations. 68 pp. Englisch.
Language: English
Published by VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
- Softcover
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Condition: New. PRINT ON DEMAND pp. 68.
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Muthoni LucyLucy Muthoni BSc. Actuarial Science (2009), Maseno University MSc. Actuarial Science (2013), University of Nairobi ongoing PhD Financial Mathematics, Strathmore University, Centre for Applie…d Research in Mathematical Scie.
Language: English
Published by LAP Lambert Academic Publishing Sep 2014, 2014
- Softcover
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -With the onset of the financial crisis in late 2007, the market conditions changed radically and the elementary pricing procedure used among practitioners became unreliable and obsolete. This necessitated a change in the methods used in… pricing financial products. We discuss post-credit crunch paradigm shift from single-curve to the multi-curve setting. We first present the single curve and explore techniques such as the construction of single yield (spot) curve, and show how we obtain yield measures from the curve and use them to price interest rate swaps and bonds. We then study the multi-curve pricing framework and compare the two pricing methodologies against the practice currently used in Kenya to price bonds and give recommendations.Books on Demand GmbH, Überseering 33, 22297 Hamburg 68 pp. Englisch.
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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - With the onset of the financial crisis in late 2007, the market conditions changed radically and the elementary pricing procedure used among practitioners became unreliable and obsolete. This necessitated a change in the methods used in…pricing financial products. We discuss post-credit crunch paradigm shift from single-curve to the multi-curve setting. We first present the single curve and explore techniques such as the construction of single yield (spot) curve, and show how we obtain yield measures from the curve and use them to price interest rate swaps and bonds. We then study the multi-curve pricing framework and compare the two pricing methodologies against the practice currently used in Kenya to price bonds and give recommendations.
