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Synopsis
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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Présentation de l'éditeur
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.
Biographie de l'auteur
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
Edité par
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
ISBN 10 : 3659595268
ISBN 13 : 9783659595264
Neuf
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Vendeur : Books Puddle, New York, NY, Etats-Unis
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Etat : New. pp. 68. N° de réf. du vendeur 26359074444
Quantité disponible : 4 disponible(s)
Image d'archives
Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Edité par
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
ISBN 10 : 3659595268
ISBN 13 : 9783659595264
Neuf
Couverture souple
Vendeur : Majestic Books, Hounslow, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
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)
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Edité par
LAP Lambert Academic Publishing Sep 2014, 2014
ISBN 10 : 3659595268
ISBN 13 : 9783659595264
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 -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)
Image d'archives
Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Edité par
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
ISBN 10 : 3659595268
ISBN 13 : 9783659595264
Neuf
Couverture souple
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. PRINT ON DEMAND pp. 68. N° de réf. du vendeur 18359074438
Quantité disponible : 4 disponible(s)
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Edité par
LAP LAMBERT Academic Publishing, 2014
ISBN 10 : 3659595268
ISBN 13 : 9783659595264
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. 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
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Edité par
LAP Lambert Academic Publishing Sep 2014, 2014
ISBN 10 : 3659595268
ISBN 13 : 9783659595264
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
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)
Image fournie par le vendeur
Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Edité par
LAP Lambert Academic Publishing, 2014
ISBN 10 : 3659595268
ISBN 13 : 9783659595264
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 - 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)