Yield Curve Modelling 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Stander, Yolanda 作者

Palgrave Macmillan

译者

2005-9 出版日期

208 页数

$ 314.14 价格

HRD

丛书系列

9781403947260 图书编码

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发表于2024-11-25

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Yield Curve Modelling 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Yield Curve Modelling 在线电子书图书描述

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 in practice are discussed, and it is also shown how yield curves can be used to estimate credit spreads and country risk premiums.

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