Analysing and interpreting the yield curve

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Title:

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

Copies:

Available:*

Library	Material Type	Item Barcode	Shelf Number	Copy	Status
Searching... 1:IIEMSA	1:GEN-BOOK	33168015764224	332.6323 C552A 2004	1	Searching... Unknown

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Summary

The yield curve is the defining indicator of the global debtcapital markets, and an understanding of it is vital to the smoothrunning 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 yieldcurve. Fund managers that accurately predict the shape anddirection of the curve will consistently outperform those that donot.

This groundbreaking new book offers:

An intuitive account of a very important technical subject,cutting through the mathematics to reveal key concepts Market approaches to enable fund managers to evaluate thecurrent and expected shape of the yield curve An opportunity for market professionals to have anunderstanding of the latest analytical techniques.

Written by an experienced market practitioner, this book is aclear and accessible account of an important financial topic.