Yield Curve Dynamics: State of the Art Techniques for Modelling, Trading and Hedging
Yield Curve Dynamics: State of the Art Techniques for Modelling, Trading and Hedging by Ronald J. Ryan
Global Professional Publishing | June 1999 | English | ISBN: 1888998067 | 232 pages | PDF | 5 MB
Global Professional Publishing | June 1999 | English | ISBN: 1888998067 | 232 pages | PDF | 5 MB
· Invaluable to financial professionals
· Breakthrough that examines both theory and practical solutions
Examines both the advanced theory and practice of these techniques. Topics include: single- and multi-factor models; applying yield-curve modeling to risk management; forecasting short-term interest rates; unique yield-curve volatility; and trading strategies.