Analysing and interpreting the YIELD CURVE:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Singapore
Wiley
2004
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIII, 359 S. graph. Darst. |
| ISBN: | 0470821256 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV019341837 | ||
| 003 | DE-604 | ||
| 005 | 20041105 | ||
| 007 | t | ||
| 008 | 040721s2004 d||| |||| 00||| eng d | ||
| 020 | |a 0470821256 |9 0-470-82125-6 | ||
| 035 | |a (OCoLC)54523733 | ||
| 035 | |a (DE-599)BVBBV019341837 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-703 | ||
| 050 | 0 | |a HG4651 | |
| 082 | 0 | |a 332.63/23 |2 22 | |
| 084 | |a QC 210 |0 (DE-625)141260: |2 rvk | ||
| 100 | 1 | |a Choudhry, Moorad |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Analysing and interpreting the YIELD CURVE |c Moorad Choudhry |
| 264 | 1 | |a Singapore |b Wiley |c 2004 | |
| 300 | |a XIII, 359 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Bonds |x Valuation |x Econometric models | |
| 650 | 0 | 7 | |a Zinsertragskurve |0 (DE-588)4419655-6 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Zinsertragskurve |0 (DE-588)4419655-6 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u 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 |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-012806328 | ||
Record in the Search Index
| _version_ | 1804132766402478080 |
|---|---|
| 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
|
| any_adam_object | 1 |
| author | Choudhry, Moorad |
| author_facet | Choudhry, Moorad |
| author_role | aut |
| author_sort | Choudhry, Moorad |
| author_variant | m c mc |
| building | Verbundindex |
| bvnumber | BV019341837 |
| callnumber-first | H - Social Science |
| callnumber-label | HG4651 |
| callnumber-raw | HG4651 |
| callnumber-search | HG4651 |
| callnumber-sort | HG 44651 |
| callnumber-subject | HG - Finance |
| classification_rvk | QC 210 |
| ctrlnum | (OCoLC)54523733 (DE-599)BVBBV019341837 |
| dewey-full | 332.63/23 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/23 |
| dewey-search | 332.63/23 |
| dewey-sort | 3332.63 223 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01289nam a2200361 c 4500</leader><controlfield tag="001">BV019341837</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20041105 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">040721s2004 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0470821256</subfield><subfield code="9">0-470-82125-6</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)54523733</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV019341837</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-703</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG4651</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.63/23</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QC 210</subfield><subfield code="0">(DE-625)141260:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Choudhry, Moorad</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Analysing and interpreting the YIELD CURVE</subfield><subfield code="c">Moorad Choudhry</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Singapore</subfield><subfield code="b">Wiley</subfield><subfield code="c">2004</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XIII, 359 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bonds</subfield><subfield code="x">Valuation</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zinsertragskurve</subfield><subfield code="0">(DE-588)4419655-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Zinsertragskurve</subfield><subfield code="0">(DE-588)4419655-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">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</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-012806328</subfield></datafield></record></collection> |
| id | DE-604.BV019341837 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:58:02Z |
| institution | BVB |
| isbn | 0470821256 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-012806328 |
| oclc_num | 54523733 |
| open_access_boolean | |
| owner | DE-703 |
| owner_facet | DE-703 |
| physical | XIII, 359 S. graph. Darst. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Wiley |
| record_format | marc |
| 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 |
| url | 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 |
| work_keys_str_mv | AT choudhrymoorad analysingandinterpretingtheyieldcurve |