Yield curve modeling
Auteur :
Stander, Y.
Éditeur :
Palgrave Macmillan
ISBN :
9781349524280
Date de publication :
23 juin 2005
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. Using actual market instruments, these models are then applied and the different yield curves are compared. Creating a yield curve model has some implications in risk management.