Yield Curve Analysis

Yield Curve Analysis
Author: Livingston G. Douglas
Publisher: Prentice Hall
Total Pages: 664
Release: 1988
Genre: Bonds
ISBN:


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With their increasing complexity, the fixed-income markets have made greater demands upon their participants. To be successful -- in this era of heightened volatility, especially -- requires a firm foundation in the precepts underlying the behavior of fixed-income investments. This book answers that need by presenting a comprehensive analysis of the two primary concepts: risk and return. Its four major sections develop and apply these concepts clearly and progressively, with outline and summary aids to enhance understanding and ample illustrations to reinforce the explanations.


Yield Curve Analysis
Language: en
Pages: 664
Authors: Livingston G. Douglas
Categories: Bonds
Type: BOOK - Published: 1988 - Publisher: Prentice Hall

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With their increasing complexity, the fixed-income markets have made greater demands upon their participants. To be successful -- in this era of heightened vola
Analysing and Interpreting the Yield Curve
Language: en
Pages: 390
Authors: Moorad Choudhry
Categories: Business & Economics
Type: BOOK - Published: 2019-04-15 - Publisher: John Wiley & Sons

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Understand and interpret the global debt capital markets Now in a completely updated and expanded edition, this is a technical guide to the yield curve, a key i
Bond Pricing and Yield Curve Modeling
Language: en
Pages: 781
Authors: Riccardo Rebonato
Categories: Business & Economics
Type: BOOK - Published: 2018-06-07 - Publisher:

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Rebonato provides an authoritative, clear, and up-to-date explanation of the cutting-edge innovations in affine modeling for government bonds, and provides read
Estimating and Interpreting the Yield Curve
Language: en
Pages: 248
Authors: Nicola Anderson
Categories: Business & Economics
Type: BOOK - Published: 1996-06-04 - Publisher:

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A yield curve is a graph indicating the term structure of interest rates by plotting the yields of all bonds of the same quality. This book provides a thorough
Yield Curve Modeling and Forecasting
Language: en
Pages: 223
Authors: Francis X. Diebold
Categories: Business & Economics
Type: BOOK - Published: 2013-01-15 - Publisher: Princeton University Press

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Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing f