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About Yield Curve Dynamics: State of the Art Techniques for Modelling, Trading and Hedging
·Invaluable to financial professionals·Breakthrough that examines both theory and practical solutionsExamines both the advanced theory and practice of these techniques. Topics include: single- and multi-factor models; applying yield-curve modeling to risk management; forecasting short-term interest rates; unique yield-curve volatility; and trading strategies.
Detailed Information
| Author: | Ronald J. Ryan |
|---|---|
| Publication Year: | 1999 |
| ISBN: | 9781888998061 |
| Pages: | 116 |
| Language: | English |
| File Size: | 5.334 |
| Format: | |
| Price: | FREE |
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