Yield Curve Dynamics: State of the Art Techniques for...

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Business & Economics - Mathematical Economics
Yield Curve Dynamics: State of the Art...

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

Name: Yield Curve Dynamics: State of the Art Techniques for Modelling, Trading and Hedging
ISBN: 9781888998061

Ronald J. Ryan

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·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.

Kategori:

Business & Economics - Mathematical Economics

Tahun:

1999

Bahasa:

english

Halaman:

232

ISBN 10:

1888998067

ISBN 13:

9781888998061