Analysing and interpreting the yield curve [electronic resource] / Moorad Choudhry.
Material type:
- Analysing & interpreting the yield curve [Spine title]
- Analyzing and interpreting the yield curve
- 332.63/23 22
- HG4651 .C6793 2004eb
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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.
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