Analysing and interpreting the yield curve
Choudhry, Moorad.
Analysing and interpreting the yield curve [electronic resource] / Analysing & interpreting the yield curve Analyzing and interpreting the yield curve Moorad Choudhry. - Singapore : Wiley, c2004. - xiii, 359 p. : ill. - Wiley finance . - Wiley finance series. .
Includes bibliographical references and index.
pt. 1. Introduction to bond yield and the yield curve -- pt. 2. Yield curve modeling -- pt. 3. Fitting the yield curve -- pt. 4. The yield curve and relative-value trading.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2012.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Bonds--Valuation--Econometric models.
Electronic books.
HG4651 / .C6793 2004eb
332.63/23
Analysing and interpreting the yield curve [electronic resource] / Analysing & interpreting the yield curve Analyzing and interpreting the yield curve Moorad Choudhry. - Singapore : Wiley, c2004. - xiii, 359 p. : ill. - Wiley finance . - Wiley finance series. .
Includes bibliographical references and index.
pt. 1. Introduction to bond yield and the yield curve -- pt. 2. Yield curve modeling -- pt. 3. Fitting the yield curve -- pt. 4. The yield curve and relative-value trading.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2012.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Bonds--Valuation--Econometric models.
Electronic books.
HG4651 / .C6793 2004eb
332.63/23