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: Hardcover
Condition: As New
Dust Jacket Condition: No Jacket
Weight: 1.16 pounds

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.

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