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Yield Curve Dynamics: State of the Art Techniques for Modelling, Trading and Hedging

Posted By: insetes
Date: 15 Jan 2020 11:44:51
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
1999 | 232 Pages | ISBN: 1888998067 | PDF | 6 MB


·Invaluable to financial professionals·Breakthrough that examines both theory and practical solutionsExamines 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.
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