Coverart for item
The Resource Yield curve modeling, Yolanda Stander, (electronic book)

Yield curve modeling, Yolanda Stander, (electronic book)

Label
Yield curve modeling
Title
Yield curve modeling
Statement of responsibility
Yolanda Stander
Creator
Subject
Language
eng
Summary
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, and it is also shown how yield curves can be used to estimate credit spreads and country risk premiums
Cataloging source
UK-WkNB
http://library.link/vocab/creatorName
Stander, Yolanda
Index
no index present
Literary form
non fiction
Series statement
Finance and capital markets series
http://library.link/vocab/subjectName
  • Bonds
  • Interest rates
  • Investments
  • Risk
Label
Yield curve modeling, Yolanda Stander, (electronic book)
Instantiates
Publication
Note
Originally published in: 2005
Contents
Concepts and Terminology -- Yield Curve Models -- Practical Issues -- Yield Curves in Practice -- Real Yield Curves -- Estimating Credit, Liquidity, and Country Risk Premiums -- Risk Issues
Control code
9780230513747
Extent
208 p.
Form of item
electronic
Governing access note
Users can print and/or download individual articles/chapters and other individual items from Palgrave Connect ebooks, limited to no more than one chapter per title per authorised user
Isbn
9780230513747
Specific material designation
remote
System details
Adobe Ebook Reader
Type of computer file
PDF
Label
Yield curve modeling, Yolanda Stander, (electronic book)
Publication
Note
Originally published in: 2005
Contents
Concepts and Terminology -- Yield Curve Models -- Practical Issues -- Yield Curves in Practice -- Real Yield Curves -- Estimating Credit, Liquidity, and Country Risk Premiums -- Risk Issues
Control code
9780230513747
Extent
208 p.
Form of item
electronic
Governing access note
Users can print and/or download individual articles/chapters and other individual items from Palgrave Connect ebooks, limited to no more than one chapter per title per authorised user
Isbn
9780230513747
Specific material designation
remote
System details
Adobe Ebook Reader
Type of computer file
PDF

Library Locations

Processing Feedback ...