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AuthorChoudhry, Moorad
TitleAnalysing and interpreting the yield curve / Moorad Choudhry
Imprint Singapore : John Wiley & Sons (Asia), c2004
Descript xiii, 359 p. : ill

CONTENT

Part 1: Introduction to bond yield and the yield curve -- Bond yield measurement -- The yield curve -- A further look at spot and forward Rates -- Part 2: Yield curve modeling -- Interest rate modeling Part I: an introduction to basic concepts -- Interest rate modeling Part II: -- the dynamics of asset prices -- Interest rate models: Part I -- Interest rate models: Part II -- The index-linked bond yield curve -- Analysing the long bond yield -- Part 3: Fitting the yield curve -- Estimating and fitting the yield curve: Part I -- Estimating and fitting the yield curve: Part II -- Part 4: The yield curve and relative-value trading -- Yield curves and relative value -- Approaches to yield spread trading using government bonds


Bonds -- Valuation -- Econometric models

LOCATIONCALL#STATUS
Chula Business School Library332.6323 C552A 2004CHECK SHELVES

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