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
:
| Library | Material Type | Item Barcode | Shelf Number | Copy |
|---|
| IIEMSA | General Books | 33168015764224 | 332.6323 C552A 2004 | 1 |