Yield Curve Modeling - Finance and Capital Markets Series - Y. Stander - Books - Palgrave Macmillan - 9781349524280 - June 23, 2005
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Y. Stander
Yield Curve Modeling - Finance and Capital Markets Series 1st ed. 2005 edition

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This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. Using actual market instruments, these models are then applied and the different yield curves are compared. Creating a yield curve model has some implications in risk management.

188 pages, 4 Illustrations, black and white; XV, 188 p. 4 illus.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released June 23, 2005
ISBN13 9781349524280
Publishers Palgrave Macmillan
Pages 188
Dimensions 150 × 220 × 10 mm   ·   299 g
Language English  

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