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Yield Curve Modelling (Finance and Capital Markets Series)
Yolanda Stander
€ 315.74
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Description for Yield Curve Modelling (Finance and Capital Markets Series)
Hardcover. Series: Finance and Capital Markets Series. Num Pages: 203 pages, 4 black & white illustrations, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 159 x 241 x 17. Weight in Grams: 464.
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, like daycount conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown ... Read more
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, like daycount conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown ... Read more
Product Details
Format
Hardback
Publication date
2005
Publisher
Palgrave Macmillan
Number of pages
208
Condition
New
Series
Finance and Capital Markets Series
Number of Pages
188
Place of Publication
Gordonsville, United States
ISBN
9781403947260
SKU
V9781403947260
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Yolanda Stander
YOLANDA STANDER heads a team of analysts developing financial models (yield curves and financial instruments) for Rand Merchant Bank, Johannesburg, South Africa. The author's focus in on market risk; she has extensive experience in financial forecasting and modelling, as well as working with various risk systems.
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