Contatto
Come acquistare
Consegna
Guida all'acquisto
Yield Curve Modeling
Inglese
631 b
30 giorni per il reso
I clienti hanno acquistato anche
/
In brossura
40.09
€
/
In brossura
15.89
€
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.
Informazioni sul libro
Inglese
Regala questo libro oggi stesso
È facile
1 Aggiungi il libro al carrello e scegli la consegna come regalo 2 Ti invieremo subito il buono 3 Il libro arriverà all'indirizzo del destinatarioPotrebbe interessarti anche
/
CD audio
26.19
€
/
In brossura
8.89
€
/
Rigido
21.29
€
/
Rigido
47.49
€
Ciao! Sono Libroamiko, il tuo consulente di libri.
Come posso aiutarti?