Estimating and Interpreting the Yield Curve (Financial Economics and Quantitative Analysis Series)

Anderson, Nicola,Breedon, Francis,Deacon, Mark,Derry, Andrew,Murphy, Gareth

ISBN 10: 0471962074 / ISBN 13: 9780471962076

Published by Wiley, 1996

About this Item

Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!

Seller Inventory # S_454955249

Bibliographic Details

• Title: Estimating and Interpreting the Yield Curve (Financial Economics and Quantitative Analysis Series)
• Publisher: Wiley
• Publication Date: 1996
• Language: English
• ISBN 10: 0471962074
• ISBN 13: 9780471962076
• Binding: paperback
• Condition: Good

About this title

Synopsis

A yield curve is a graph indicating the term structure of interest rates by plotting the yields of all bonds of the same quality. This book provides a thorough analysis of estimation techniques and a survey of yield curve interpretation. On the former it is the most advanced book in its field, on the latter it provides an introduction to more specialised texts. It also provides important insight into the latest thinking on these techniques at the Bank of England.