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Yield Curve Modeling

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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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781403947260
  • Indbinding:
  • Hardback
  • Sideantal:
  • 188
  • Udgivet:
  • 23. juni 2005
  • Udgave:
  • 2005
  • Størrelse:
  • 241x159x17 mm.
  • Vægt:
  • 464 g.
  • 8-11 hverdage.
  • 9. december 2024

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Beskrivelse af Yield Curve Modeling

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.

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