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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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.
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
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
EUR 3,42 expédition vers Etats-Unis
Destinations, frais et délaisVendeur : Books Puddle, New York, NY, Etats-Unis
Etat : New. pp. 68. N° de réf. du vendeur 26359074444
Quantité disponible : 4 disponible(s)
Vendeur : Majestic Books, Hounslow, Royaume-Uni
Etat : 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. N° de réf. du vendeur 353416531
Quantité disponible : 4 disponible(s)
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Taschenbuch. Etat : 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. N° de réf. du vendeur 9783659595264
Quantité disponible : 2 disponible(s)
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Etat : New. PRINT ON DEMAND pp. 68. N° de réf. du vendeur 18359074438
Quantité disponible : 4 disponible(s)
Vendeur : moluna, Greven, Allemagne
Etat : 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. N° de réf. du vendeur 5167437
Quantité disponible : Plus de 20 disponibles
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Taschenbuch. Etat : 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. N° de réf. du vendeur 9783659595264
Quantité disponible : 2 disponible(s)
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Taschenbuch. Etat : 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. N° de réf. du vendeur 9783659595264
Quantité disponible : 1 disponible(s)