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Analysing and Interpreting the Yield Curve, 2nd Edition
Av Moorad Choudhry, 2019.Del av serien Wiley Finance.
Understand and interpret the global debt capital markets Now in a completely updated and expanded edition, this is a technical guide to the yield curve, a key indicator of the global capital markets and the understanding and accurate prediction of which is critical to all market participants. Being able to accurately and timely predict the shape and direction of the curve permits practitioners to consistently outperform the market. Analysing and Interpreting the Yield Curve, 2nd Edition describes what the yield curve is, explains what it tells participants, outlines the significance of certain shapes that the curve assumes and, most importantly, demonstrates what factors drive it and how it is modelled and used. Covers the FTP curve, the multi-currency curve, CSA, OIS-Libor and 3-curve modelsGets you up to speed on the secured curveDescribes application of theoretical versus market curve relative value tradingExplains the concept of the risk-free rateAccessible demonstration of curve interpolation best-practice using cubic spline, Nelson-Siegel and Svensson 94 models This advanced text is essential reading for traders, asset managers, bankers and financial analysts, as well as graduate students in banking and finance.
InnbundetEngelsk
Normalpris: 1 469,-
1 322,-
Spar 147,-
Laveste pris siste 30 dager: 1 368,-
Ikke tilgjengelig for Klikk&Hent
Midlertidig tomt på lager
Bestillingsvare. Forventes sendt om ca 12 dager
Oppdag mer
Analysing and Interpreting the Yield Curve, 2nd Edition
Av Moorad Choudhry, 2019.Del av serien Wiley Finance.
Understand and interpret the global debt capital markets Now in a completely updated and expanded edition, this is a technical guide to the yield curve, a key indicator of the global capital markets and the understanding and accurate prediction of which is critical to all market participants. Being able to accurately and timely predict the shape and direction of the curve permits practitioners to consistently outperform the market. Analysing and Interpreting the Yield Curve, 2nd Edition describes what the yield curve is, explains what it tells participants, outlines the significance of certain shapes that the curve assumes and, most importantly, demonstrates what factors drive it and how it is modelled and used. Covers the FTP curve, the multi-currency curve, CSA, OIS-Libor and 3-curve modelsGets you up to speed on the secured curveDescribes application of theoretical versus market curve relative value tradingExplains the concept of the risk-free rateAccessible demonstration of curve interpolation best-practice using cubic spline, Nelson-Siegel and Svensson 94 models This advanced text is essential reading for traders, asset managers, bankers and financial analysts, as well as graduate students in banking and finance.
Oppdag mer
Normalpris: 1 469,-
1 322,-
Spar 147,-
Laveste pris siste 30 dager: 1 368,-
InnbundetEngelsk
Ikke tilgjengelig for Klikk&Hent
Midlertidig tomt på lager
Bestillingsvare. Forventes sendt om ca 12 dager
1 322,-
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