Analysing and interpreting the yield curve
by
 
Choudhry, Moorad.

Title
Analysing and interpreting the yield curve

Author
Choudhry, Moorad.

ISBN
9780470821251

Personal Author
Choudhry, Moorad.

Publication Information
Singapore : Wiley, c2004.

Physical Description
xiii, 359 p. : ill. ; 24 cm.

Series
[Wiley finance]
 
Wiley finance series.

Abstract
"The yield curve is the defining indicator of the global dedt capital markets, and an understanding of it is vital to the smooth running of the economy as a whole. All participants in the market, be they issuers of capital, investors or banking intermediaries, will have a need to estimate, interpret and understand the yield curve. Fund managers that accurately predict the shape and direction of the curve will consistently outperform those that do not."--BOOK JACKET.

Subject Term
Bonds -- Valuation -- Econometric models.

Electronic Access
Contributor biographical information http://www.loc.gov/catdir/bios/wiley047/2004299096.html
 
Publisher description http://www.loc.gov/catdir/description/wiley041/2004299096.html
 
Table of contents http://www.loc.gov/catdir/toc/wiley041/2004299096.html


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168015764224332.6323 C552A 20041