Series: Finance and Capital Markets Series. Num Pages: 203 pages, 4 black & white illustrations, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 159 x 241 x 17. Weight in Grams: 464. . 2005. Hardcover. . . . . Books ship from the US and Ireland.

Codice articolo V9781403947260

Contatta il venditore

Segnala questo articolo

Dati bibliografici

Titolo: Yield Curve Modelling (Finance and Capital Markets Series)
Editore: Palgrave Macmillan
Data di pubblicazione: 2005
Lingua: Inglese
ISBN 10: 1403947260
ISBN 13: 9781403947260
Rilegatura: Rilegato
Condizione: New

Descrizione articolo

Riassunto

This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. An extensive list of yield curve models are shown and discussed. Using actual market instruments, these models are then applied and the different yield curves are compared. It is assumed that the reader has a basic understanding of the financial instruments available in the market. Various issues that have to be taken into account in practice are discussed, like daycount conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown how yield curves can be used to estimate credit spreads and country risk premiums. Creating a yield curve model has some implications in risk management. Specifically - the model, operational, liquidity and basis risks are discussed.

Informazioni sull?autore

YOLANDA STANDER heads a team of analysts developing financial models (yield curves and financial instruments) for Rand Merchant Bank, Johannesburg, South Africa. The author's focus in on market risk; she has extensive experience in financial forecasting and modelling, as well as working with various risk systems.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Descrizione libreria

We carry a comprehensive range of out of print and rare books.

Visita la pagina della libreria

Informazioni sull?azienda del venditore

Kennys Bookshops and Art Galleries Limited
Liosban Industrial Estate, Tuam Road, Galway, GY, Ireland

Condizioni di vendita e spedizione

Condizioni di vendita

We guarantee the condition of every book as it's described on the Abebooks websites.

If you're dissatisfied with your purchase (Incorrect Book/Not as Described/Damaged) or if the order hasn't arrived, you're eligible for a refund within 30 days of the estimated delivery date.

For any queries please use the contact seller link or send an email to books@kennys.ie

Conor Kenny

Diritto di recesso

Condizioni di spedizione

All books securely packaged. Some books ship from Ireland.

Tariffe di spedizione nazionale per U.S.A.

Tariffe di spedizione nazionale per U.S.A.
Quantit� dell?ordine	Da 14 a 20 giorni lavorativi	Da 13 a 14 giorni lavorativi
Primo articolo	EUR 9.01	EUR 18.02

I tempi di consegna sono stabiliti dai venditori e variano in base al corriere e al paese. Gli ordini che devono attraversare una dogana possono subire ritardi e spetta agli acquirenti pagare eventuali tariffe o dazi associati. I venditori possono contattarti in merito ad addebiti aggiuntivi dovuti a eventuali maggiorazioni dei costi di spedizione dei tuoi articoli.