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Analysing and interpreting the yield curve / Moorad Choudhry.
- Format:
- Book
- Author/Creator:
- Choudhry, Moorad.
- Series:
- Wiley finance series.
- Wiley finance
- Language:
- English
- Subjects (All):
- Bonds--Valuation--Econometric models.
- Bonds.
- Physical Description:
- 1 online resource (375 p.)
- Edition:
- 1st ed.
- Place of Publication:
- Singapore : Wiley, c2004.
- Language Note:
- English
- Summary:
- The yield curve is the defining indicator of the global debt capital markets, and an understanding of it is vital to the smooth running of the economy as a whole. All participants in the market, be they issuers of capital, investors or banking intermediaries, will have a need to estimate, interpret and understand the yield curve. Fund managers that accurately predict the shape and direction of the curve will consistently outperform those that do not. This groundbreaking new book offers:An intuitive account of a very important technical subject, cutting through the mathematics
- Contents:
- pt. 1. Introduction to bond yield and the yield curve
- pt. 2. Yield curve modeling
- pt. 3. Fitting the yield curve
- pt. 4. The yield curve and relative-value trading.
- Notes:
- Description based upon print version of record.
- Includes bibliographical references and index.
- ISBN:
- 1-118-17710-X
- 1-283-40143-6
- 9786613401434
- 1-118-17712-6
- OCLC:
- 769343003
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