Yield Curve Modeling

by Yolanda S Stander

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...

• Format: Paperback
• Language: English
• ISBN: 134952428X
• ISBN13: 9781349524280
• Release Date: June 2005
• Publisher: Palgrave MacMillan
• Length: 188 Pages
• Weight: 0.66 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"