Articles liés à Yield Curve Modeling
Synopsis
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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À propos de l?auteur
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)
Edité par
Palgrave Macmillan, 2005
ISBN 10 : 134952428X
ISBN 13 : 9781349524280
Neuf
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Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In. N° de réf. du vendeur ria9781349524280_new
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Yield Curve Modeling
Edité par
Palgrave Macmillan UK, 2005
ISBN 10 : 134952428X
ISBN 13 : 9781349524280
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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. N° de réf. du vendeur 447522924
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Yield Curve Modeling
Edité par
Palgrave Macmillan, 2005
ISBN 10 : 134952428X
ISBN 13 : 9781349524280
Neuf
Couverture souple
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Etat : New. N° de réf. du vendeur 26449968-n
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Yield Curve Modeling
Edité par
Palgrave Macmillan UK Jun 2005, 2005
ISBN 10 : 134952428X
ISBN 13 : 9781349524280
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : 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. 208 pp. Englisch. N° de réf. du vendeur 9781349524280
Quantité disponible : 2 disponible(s)
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Yield Curve Modeling (Paperback)
Edité par
Palgrave Macmillan, Basingstoke, 2005
ISBN 10 : 134952428X
ISBN 13 : 9781349524280
Neuf
Paperback
Edition originale
Vendeur : Grand Eagle Retail, Bensenville, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : new. Paperback. 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. N° de réf. du vendeur 9781349524280
Quantité disponible : 1 disponible(s)
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Yield Curve Modeling
Edité par
Palgrave Macmillan, 2005
ISBN 10 : 134952428X
ISBN 13 : 9781349524280
Ancien ou d'occasion
Couverture souple
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 26449968
Quantité disponible : 15 disponible(s)
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Yield Curve Modeling
Edité par
Palgrave Macmillan UK, Palgrave Macmillan UK Jun 2005, 2005
ISBN 10 : 134952428X
ISBN 13 : 9781349524280
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. 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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 208 pp. Englisch. N° de réf. du vendeur 9781349524280
Quantité disponible : 2 disponible(s)
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Yield Curve Modeling
Edité par
Palgrave Macmillan UK, Palgrave Macmillan UK, 2005
ISBN 10 : 134952428X
ISBN 13 : 9781349524280
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : 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. N° de réf. du vendeur 9781349524280
Quantité disponible : 1 disponible(s)
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Yield Curve Modeling (Finance and Capital Markets Series)
Vendeur : Books Puddle, New York, NY, Etats-Unis
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Etat : New. pp. 188. N° de réf. du vendeur 26375263081
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Yield Curve Modeling
Edité par
Palgrave Macmillan, 2005
ISBN 10 : 134952428X
ISBN 13 : 9781349524280
Neuf
Couverture souple
Vendeur : Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlande
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Series: Finance and Capital Markets Series. Num Pages: 203 pages, 4 black & white illustrations, biography. BIC Classification: KCB; KFFH; KFFM. Category: (G) General (US: Trade). Dimension: 235 x 155 x 11. Weight in Grams: 326. . 2005. Paperback. . . . . N° de réf. du vendeur V9781349524280
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