ENGLISH

Yield Curve Dynamics

By Ronald J. Ryan

Book information

Publisher
Global Professional Publishing
Year
1999
ISBN
1888998067, 9781888998061
Open Library ID
OL12185511M
Language
english
Format
DJVU
Filesize
1 MB (1572105 bytes)
Pages
231\231
Topic
Economy Markets
Library
Kolxo3
DPI
200
Scanned
yes
Time added
2010-07-29 05:14:56

Description

The American bond market currently measures over 1,000 government securities, over 10,000 corporate bonds, and well over 700,000 mortgage-backed securities. By some estimates the total market value is in excess of four trillion dollars. At the very heart of this burgeoning market is the U.S. Treasury yield curve, which controls the risk/reward behavior of most debt in America, and has a significant impact on the global debt markets as well. Yield-Curve Dynamics is a breakthrough book that examines both advanced theory and practical application that is invaluable to financial professionals involved in risk management, trading, research, options, exotic derivatives, fixed-income, and currency markets.

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