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

By: Contributor(s): Material type: BookBookSeries: Wiley finance seriesPublication details: Singapore : Wiley, c2004.Description: xiii, 359 p. : illOther title:
  • Analysing & interpreting the yield curve [Spine title]
  • Analyzing and interpreting the yield curve
Subject(s): Genre/Form: DDC classification:
  • 332.63/23 22
LOC classification:
  • HG4651 .C6793 2004eb
Online resources:
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.
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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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