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Synopsis
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.
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About the Author
Lucy Muthoni BSc. Actuarial Science (2009), Maseno University MSc. Actuarial Science (2013), University of Nairobi ongoing PhD Financial Mathematics, Strathmore University, Centre for Applied Research in Mathematical Sciences
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
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VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
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Seller: Books Puddle, New York, NY, U.S.A.
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Published by
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
New
Softcover
Seller: Majestic Books, Hounslow, United Kingdom
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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. Seller Inventory # 353416531
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
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LAP Lambert Academic Publishing Sep 2014, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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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 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. 68 pp. Englisch. Seller Inventory # 9783659595264
Quantity: 2 available
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Published by
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
New
Softcover
Seller: Biblios, Frankfurt am main, HESSE, Germany
Seller rating 5 out of 5 stars
Condition: New. PRINT ON DEMAND pp. 68. Seller Inventory # 18359074438
Quantity: 4 available
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
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LAP LAMBERT Academic Publishing, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
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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 Applied Research in Mathematical Scie. Seller Inventory # 5167437
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Published by
LAP Lambert Academic Publishing Sep 2014, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
New
Taschenbuch
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. 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. Seller Inventory # 9783659595264
Quantity: 2 available
Seller Image
Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Published by
LAP Lambert Academic Publishing, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
New
Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
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. Seller Inventory # 9783659595264
Quantity: 1 available