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Yield Curve Dynamics
Ronald J. Ryan
其他書名
State-of-the-art Techniques for Modeling, Trading and Hedging
出版Global Professional Publishi, 1997
主題Business & Economics / Finance / GeneralBusiness & Economics / Finance / Financial Risk ManagementBusiness & Economics / Investments & Securities / General
ISBN18889980679781888998061
URLhttp://books.google.com.hk/books?id=wMtJC4U3jZYC&hl=&source=gbs_api
EBookSAMPLE
註釋� 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.