Analysing and interpreting the yield curve/ Moorad Choudhry.
2004
HG4651 .C6793 2004
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Details
Title
Analysing and interpreting the yield curve/ Moorad Choudhry.
Author
Choudhry, Moorad.
Spine Title
Analysing & interpreting the yield curve
ISBN
0470821256
9780470821251
9781118177129 (electronic bk.)
9780470821251
9781118177129 (electronic bk.)
Imprint
Singapore : Wiley, c2004.
Language
English
Description
xiii, 359 p. : ill.
Call Number
HG4651 .C6793 2004
Dewey Decimal Classification
332.63/23
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Series
Wiley finance series.
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Table of 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.
pt. 2. Yield curve modeling
pt. 3. Fitting the yield curve
pt. 4. The yield curve and relative-value trading.