Téléchargez le livre : Analysing and Interpreting the Yield Curve

Analysing and Interpreting the Yield Curve

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Éditeur :

Wiley


Collection :

Wiley Finance

Paru le : 2019-04-15

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Description

Understand and interpret the global debt capital markets
Now in a completely updated and expanded edition, this is a technical guide to the yield curve, a key indicator of the global capital markets and the understanding and accurate prediction of which is critical to all market participants. Being able to accurately and timely predict the shape and direction of the curve permits practitioners to consistently outperform the market.
Analysing and Interpreting the Yield Curve, 2nd Edition describes what the yield curve is, explains what it tells participants, outlines the significance of certain shapes that the curve assumes and, most importantly, demonstrates what factors drive it and how it is modelled and used. Covers the FTP curve, the multi-currency curve, CSA, OIS-Libor and 3-curve models Gets you up to speed on the secured curve Describes application of theoretical versus market curve relative value trading Explains the concept of the risk-free rate Accessible demonstration of curve interpolation best-practice using cubic spline, Nelson-Siegel and Svensson 94 models 
This advanced text is essential reading for traders, asset managers, bankers and financial analysts, as well as graduate students in banking and finance.
Pages
384 pages
Collection
Wiley Finance
Parution
2019-04-15
Marque
Wiley
EAN papier
9781119141044
EAN PDF
9781119141068
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
384
Taille du fichier
11653 Ko
Prix
125,54 €
EAN EPUB
9781119141051
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
384
Taille du fichier
8684 Ko
Prix
125,54 €

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