Yield Curve Modeling

Language: English

Published by Palgrave Macmillan Jun 2005, 2005

134952428X / 9781349524280

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This item is printed on demand - Print on Demand Titel. Neuware -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, like daycount conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown how yield curves can be used to estimate credit spreads and country risk premiums. Creating a yield curve model has some implications in risk management. Specifically - the model, operational, liquidity and basis risks are discussed.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 208 pp. Englisch.

Seller Inventory # 9781349524280

Title
Yield Curve Modeling
Author
Y. Stander
Publisher
Palgrave Macmillan Jun 2005
Publication year
2005
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
134952428X
ISBN 13
9781349524280
Item weight
324 grams
Dimensions
235x155x12 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

5-star seller

AbeBooks seller since January 23, 2017

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Impressum Thorsten Retsch Buchversand Mimpf2000 Oberölschnitz 16 95517 Emtmannsberg Deutschland Telefon: 09209-2023188 Email: mimpf2000@online.de USt-ID-Nr.: DE 235096871 Wir führen gebrauchte Bücher aus allen Sparten der Literatur

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