Analysing and Interpreting the Yield Curve (2nd Edition)

Analysing and Interpreting the Yield Curve (2nd Edition)
Moorad Choudhry
RRP:
NZ$ 242.99
Our Price:
NZ$ 206.54
Hardback
h229 x 152mm - 384pg
19 Apr 2019 US
International import eta 10-30 days
9781119141044
Out Of Stock
Currently no stock in-store, stock is sourced to your order
The completely updated and much expanded book will describe what the yield curve is, explain what it tells participants, outline the significance of certain shapes that the curve assumes and, most importantly, demonstrate how it is modelled and used. New chapters will cover the FTP curve, the multi-currency curve, CSA, OIS-Libor and 3-curve models as well as the secured curve. The book will also address relative value trading and he concept of the risk-free rate.
Status: Active
ISBN-13: 9781119141044
Published: 19 Apr 2019
Published In: United States
Imprint: John Wiley & Sons
Publisher: John Wiley & Sons
Format: Hardback
Height: 229mm
Width: 152mm
Pages: 384

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