Yield curve modeling
Auteur :
Stander, Y.
Éditeur :
Palgrave USA
ISBN :
9781403947260
Date de publication :
23 juin 2005
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
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.