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Yield Curve Modelling Yolanda Stander

Name: Yield Curve Modelling Yolanda Stander
SKU: BELL-1616718
Price: 31.00 USD
Availability: InStock
Rating: 5 (70 reviews)

SKU: BELL-1616718

$ 31.00 ~~$ 45.00~~ (-31%)

5.0

70 reviews

Yield Curve Modelling Yolanda Stander instant download after payment.

Publisher: Palgrave Macmillan

File Extension: PDF

File size: 1.61 MB

Pages: 205

Author: Yolanda Stander

ISBN: 9781403947260, 1403947260

Language: English

Year: 2005

Product desciption

Yield Curve Modelling Yolanda Stander by Yolanda Stander 9781403947260, 1403947260 instant download after payment.

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.