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.