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Sinopsis
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, like daycount conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown how yield curves can be used to estimate credit spreads and country risk premiums. Creating a yield curve model has some implications in risk management. Specifically - the model, operational, liquidity and basis risks are discussed.
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YOLANDA STANDER heads a team of analysts developing financial models (yield curves and financial instruments) for Rand Merchant Bank, Johannesburg, South Africa. The author's focus in on market risk; she has extensive experience in financial forecasting and modelling, as well as working with various risk systems.
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Yield Curve Modeling (Finance and Capital Markets Series)
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hardcover. Condición: New. In shrink wrap. Looks like an interesting title! Nº de ref. del artículo: Q-1403947260
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Yield Curve Modeling (Finance and Capital Markets Series)
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Yield Curve Modeling
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Yield Curve Modeling
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Springer Nature Singapore Jun 2005, 2005
ISBN 10: 1403947260
ISBN 13: 9781403947260
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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, like daycount conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown how yield curves can be used to estimate credit spreads and country risk premiums. Creating a yield curve model has some implications in risk management. Specifically - the model, operational, liquidity and basis risks are discussed. 188 pp. Englisch. Nº de ref. del artículo: 9781403947260
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Yield Curve Modeling (Hardcover)
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Palgrave USA, Gordonsville, 2005
ISBN 10: 1403947260
ISBN 13: 9781403947260
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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de America
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Hardcover. Condición: new. Hardcover. 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, like daycount conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown how yield curves can be used to estimate credit spreads and country risk premiums. Creating a yield curve model has some implications in risk management. Specifically - the model, operational, liquidity and basis risks are discussed. This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. Using actual market instruments, these models are then applied and the different yield curves are compared. Creating a yield curve model has some implications in risk management. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9781403947260
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Yield Curve Modeling
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Palgrave Macmillan, 2005
ISBN 10: 1403947260
ISBN 13: 9781403947260
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Yield Curve Modeling
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Palgrave Macmillan UK, 2005
ISBN 10: 1403947260
ISBN 13: 9781403947260
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Librería: moluna, Greven, Alemania
Calificación del vendedor: 4 de 5 estrellas
Condición: New. YOLANDA STANDER heads a team of analysts developing financial models (yield curves and financial instruments) for Rand Merchant Bank, Johannesburg, South Africa. The author s focus in on market risk she has extensive experience in financial forecasting and. Nº de ref. del artículo: 458479276
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Yield Curve Modeling
Publicado por
Palgrave Macmillan UK, 2005
ISBN 10: 1403947260
ISBN 13: 9781403947260
Nuevo
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Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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, like daycount conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown how yield curves can be used to estimate credit spreads and country risk premiums. Creating a yield curve model has some implications in risk management. Specifically - the model, operational, liquidity and basis risks are discussed. Nº de ref. del artículo: 9781403947260
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Yield Curve Modelling
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Condición: New. pp. 208. Nº de ref. del artículo: 26502441
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Yield Curve Modelling
Impresión bajo demandaLibrería: Majestic Books, Hounslow, Reino Unido
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Condición: New. Print on Demand pp. 208 Illus. Nº de ref. del artículo: 7345526
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