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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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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
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VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
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Condizione: New. pp. 68. Codice articolo 26359074444
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Editore:
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
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Da: Majestic Books, Hounslow, Regno Unito
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Condizione: 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. Codice articolo 353416531
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
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LAP Lambert Academic Publishing Sep 2014, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: 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. Codice articolo 9783659595264
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Foto dell'editore
Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
Editore:
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
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Da: Biblios, Frankfurt am main, HESSE, Germania
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Condizione: New. PRINT ON DEMAND pp. 68. Codice articolo 18359074438
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
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LAP LAMBERT Academic Publishing, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
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Da: moluna, Greven, Germania
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Condizione: 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. Codice articolo 5167437
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
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LAP Lambert Academic Publishing Sep 2014, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. 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. Codice articolo 9783659595264
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
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LAP Lambert Academic Publishing, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
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Da: AHA-BUCH GmbH, Einbeck, Germania
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Taschenbuch. Condizione: 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. Codice articolo 9783659595264
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Application of Multi-Yield Curves Modelling to Kenyan Bonds Market
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LAP Lambert Academic Publishing, 2014
ISBN 10: 3659595268
ISBN 13: 9783659595264
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Da: preigu, Osnabrück, Germania
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Taschenbuch. Condizione: Neu. Application of Multi-Yield Curves Modelling to Kenyan Bonds Market | Lucy Muthoni | Taschenbuch | Paperback | 68 S. | Englisch | 2014 | LAP Lambert Academic Publishing | EAN 9783659595264 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. Codice articolo 105145480
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