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Sinopsis
With the onset of the financial crisis in late 2007, the market conditions changed radically and the elementary pricing procedure used among practitioners became unreliable and obsolete. This necessitated a change in the methods used in pricing financial products. We discuss post-credit crunch paradigm shift from single-curve to the multi-curve setting. We first present the single curve and explore techniques such as the construction of single yield (spot) curve, and show how we obtain yield measures from the curve and use them to price interest rate swaps and bonds. We then study the multi-curve pricing framework and compare the two pricing methodologies against the practice currently used in Kenya to price bonds and give recommendations.
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With the onset of the financial crisis in late 2007, the market conditions changed radically and the elementary pricing procedure used among practitioners became unreliable and obsolete. This necessitated a change in the methods used in pricing financial products. We discuss post-credit crunch paradigm shift from single-curve to the multi-curve setting. We first present the single curve and explore techniques such as the construction of single yield (spot) curve, and show how we obtain yield measures from the curve and use them to price interest rate swaps and bonds. We then study the multi-curve pricing framework and compare the two pricing methodologies against the practice currently used in Kenya to price bonds and give recommendations.
Biografía del autor
Lucy Muthoni BSc. Actuarial Science (2009), Maseno University MSc. Actuarial Science (2013), University of Nairobi ongoing PhD Financial Mathematics, Strathmore University, Centre for Applied Research in Mathematical Sciences
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
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VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
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Librería: Books Puddle, New York, NY, Estados Unidos de America
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Condición: New. pp. 68. Nº de ref. del artículo: 26359074444
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Publicado por
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
Nuevo
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Librería: Majestic Books, Hounslow, Reino Unido
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Condición: New. Print on Demand pp. 68 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam. Nº de ref. del artículo: 353416531
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
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LAP Lambert Academic Publishing Sep 2014, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -With the onset of the financial crisis in late 2007, the market conditions changed radically and the elementary pricing procedure used among practitioners became unreliable and obsolete. This necessitated a change in the methods used in pricing financial products. We discuss post-credit crunch paradigm shift from single-curve to the multi-curve setting. We first present the single curve and explore techniques such as the construction of single yield (spot) curve, and show how we obtain yield measures from the curve and use them to price interest rate swaps and bonds. We then study the multi-curve pricing framework and compare the two pricing methodologies against the practice currently used in Kenya to price bonds and give recommendations. 68 pp. Englisch. Nº de ref. del artículo: 9783659595264
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Imagen de archivo
Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Publicado por
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
Nuevo
Tapa blanda
Librería: Biblios, Frankfurt am main, HESSE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Condición: New. PRINT ON DEMAND pp. 68. Nº de ref. del artículo: 18359074438
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Publicado por
LAP LAMBERT Academic Publishing, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
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Librería: moluna, Greven, Alemania
Calificación del vendedor: 4 de 5 estrellas
Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Muthoni LucyLucy Muthoni BSc. Actuarial Science (2009), Maseno University MSc. Actuarial Science (2013), University of Nairobi ongoing PhD Financial Mathematics, Strathmore University, Centre for Applied Research in Mathematical Scie. Nº de ref. del artículo: 5167437
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Publicado por
LAP Lambert Academic Publishing Sep 2014, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
Nuevo
Taschenbuch
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. Neuware -With the onset of the financial crisis in late 2007, the market conditions changed radically and the elementary pricing procedure used among practitioners became unreliable and obsolete. This necessitated a change in the methods used in pricing financial products. We discuss post-credit crunch paradigm shift from single-curve to the multi-curve setting. We first present the single curve and explore techniques such as the construction of single yield (spot) curve, and show how we obtain yield measures from the curve and use them to price interest rate swaps and bonds. We then study the multi-curve pricing framework and compare the two pricing methodologies against the practice currently used in Kenya to price bonds and give recommendations.Books on Demand GmbH, Überseering 33, 22297 Hamburg 68 pp. Englisch. Nº de ref. del artículo: 9783659595264
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Imagen del vendedor
Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Publicado por
LAP Lambert Academic Publishing, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
Nuevo
Taschenbuch
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - With the onset of the financial crisis in late 2007, the market conditions changed radically and the elementary pricing procedure used among practitioners became unreliable and obsolete. This necessitated a change in the methods used in pricing financial products. We discuss post-credit crunch paradigm shift from single-curve to the multi-curve setting. We first present the single curve and explore techniques such as the construction of single yield (spot) curve, and show how we obtain yield measures from the curve and use them to price interest rate swaps and bonds. We then study the multi-curve pricing framework and compare the two pricing methodologies against the practice currently used in Kenya to price bonds and give recommendations. Nº de ref. del artículo: 9783659595264
Gastos de envío:
EUR 60,60
De Alemania a Estados Unidos de America
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Cantidad disponible: 1 disponibles