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Download Yield Curve Modelling by Yolanda Stander in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About Yield Curve Modelling
This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. An extensive list of yield curve models are shown and discussed. Using actual market instruments, these models are then applied and the different yield curves are compared. It is assumed that the reader has a basic understanding of the financial instruments available in the market. Various issues that have to be taken into account in practice are discussed, and it is also shown how yield curves can be used to estimate credit spreads and country risk premiums.
Detailed Information
| Author: | Yolanda Stander |
|---|---|
| Publication Year: | 2005 |
| ISBN: | 9781403947260 |
| Pages: | 205 |
| Language: | English |
| File Size: | 1.614 |
| Format: | |
| Price: | FREE |
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