Analysing and interpreting the yield curve [electronic resource] / Moorad Choudhry.

By:

Choudhry, Moorad

Contributor(s):

ebrary, Inc

Series: Wiley finance seriesPublication details: Singapore : Wiley, c2004.Description: xiii, 359 p. : illISBN:

0470821256
9780470821251
9781118177129 (e-book)

Other title:

Analysing & interpreting the yield curve [Spine title]
Analyzing and interpreting the yield curve

Subject(s):

Bonds -- Valuation -- Econometric models

Genre/Form:

Electronic books.

DDC classification:

332.63/23 22

LOC classification:

HG4651 .C6793 2004eb

Online resources:

Click here to access online

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.

Item type:

eBooks

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Title notes ( 3 )

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Includes bibliographical references and index.

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.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2012. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.