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Estimating and Interpreting the Yield Curve

By: Contributor(s): Language: English Series: Series in Financial Economics and Quantitative Analysis | Hall, Stephen (Ed.) | Engle, Robert F. (Ed.) | Flemming, John (Ed.) | et alPublication details: Chichester, New York, Brisbane : John Wiley and Sons 1997, JanuaryEdition: 1. Ed., ReprDescription: xiii, 221 ppISBN:
  • 0-471-96207-4
Contents:
from the Table of Contents: Introduction; The term structure of interest rates; Estimating yield curves; Comparing yield curve models; Equilibrium term structure models; The effects of taxation; Bonds with embedded options; Index-linked debt; Term premia and the implied forward rate curve; Empirical evidence on the exeptations theory of the yield curve;
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Item type Current library Shelving location Call number Status Date due Barcode
Loanable Institute for Advanced Studies (IHS) Book 15561-A Available IHS100893703

from the Table of Contents: Introduction; The term structure of interest rates; Estimating yield curves; Comparing yield curve models; Equilibrium term structure models; The effects of taxation; Bonds with embedded options; Index-linked debt; Term premia and the implied forward rate curve; Empirical evidence on the exeptations theory of the yield curve;

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