Analysing and interpreting the YIELD CURVE:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Singapore
Wiley
2004
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIII, 359 S. graph. Darst. |
| ISBN: | 0470821256 |
Internformat
MARC
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| 245 | 1 | 0 | |a Analysing and interpreting the YIELD CURVE |c Moorad Choudhry |
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents
Foreword
Preface
VI1
ix
Part I Introduction to Bond Yield and the Yield Curve 1
Chapter 1 Bond Yield Measurement 3
Chapter 2 The Yield Curve 55
Chapter 3 A Further Look at Spot and Forward Rates 139
Part II Yield Curve Modeling 169
Chapter 4 Interest Rate Modeling Part 1: An Introduction
to Basic Concepts 171
Chapter 5 Interest Rate Modeling Part II: The Dynamics of
Asset Prices 190
Chapter 6 Interest Rate Models: Part I 216
Chapter 7 Interest Rate Models: Part II 240
Chapter 8 The Index linked Bond Yield Curve 257
Chapter 9 Analysing the Long Bond Yield 267
Part III Fitting the Yield Curve
Chapter 10 Estimating and Fitting the Yield Curve: Part I
Chapter 1 1 Estimating and Fitting the Yield Curve: Part II
279
281
301
Part IV The Yield Curve and Relative value Trading 325
Chapter 12 Yield Curves and Relative Value 327
Chapter 13 Approaches to Yield Spread Trading Using Government
Bonds 337
Index
355
|
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| discipline | Wirtschaftswissenschaften |
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| indexdate | 2024-07-09T19:58:02Z |
| institution | BVB |
| isbn | 0470821256 |
| language | English |
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| spelling | Choudhry, Moorad Verfasser aut Analysing and interpreting the YIELD CURVE Moorad Choudhry Singapore Wiley 2004 XIII, 359 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Ökonometrisches Modell Bonds Valuation Econometric models Zinsertragskurve (DE-588)4419655-6 gnd rswk-swf Zinsertragskurve (DE-588)4419655-6 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012806328&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Choudhry, Moorad Analysing and interpreting the YIELD CURVE Ökonometrisches Modell Bonds Valuation Econometric models Zinsertragskurve (DE-588)4419655-6 gnd |
| subject_GND | (DE-588)4419655-6 |
| title | Analysing and interpreting the YIELD CURVE |
| title_auth | Analysing and interpreting the YIELD CURVE |
| title_exact_search | Analysing and interpreting the YIELD CURVE |
| title_full | Analysing and interpreting the YIELD CURVE Moorad Choudhry |
| title_fullStr | Analysing and interpreting the YIELD CURVE Moorad Choudhry |
| title_full_unstemmed | Analysing and interpreting the YIELD CURVE Moorad Choudhry |
| title_short | Analysing and interpreting the YIELD CURVE |
| title_sort | analysing and interpreting the yield curve |
| topic | Ökonometrisches Modell Bonds Valuation Econometric models Zinsertragskurve (DE-588)4419655-6 gnd |
| topic_facet | Ökonometrisches Modell Bonds Valuation Econometric models Zinsertragskurve |
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