ENGLISH

Yield Curve Dynamics: State of the Art Techniques for Modelling, Trading and Hedging

By Ronald J. Ryan

Book information

Year
1999
ISBN
1888998067, 9781888998061
Open Library ID
OL12185511M
Language
english
Format
PDF
Filesize
5 MB (5593469 bytes)
Pages
232\116
Topic
Economy Markets
Time added
2011-06-04 13:46:07

Description

·Invaluable to financial professionals·Breakthrough that examines both theory and practical solutionsExamines both the advanced theory and practice of these techniques. Topics include: single- and multi-factor models; applying yield-curve modeling to risk management; forecasting short-term interest rates; unique yield-curve volatility; and trading strategies.

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