Cantitate/Preț
Produs

Yield Curve Modeling: Finance and Capital Markets Series

Autor Y. Stander
en Limba Engleză Hardback – 23 iun 2005
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.
Citește tot Restrânge

Toate formatele și edițiile

Toate formatele și edițiile Preț Express
Paperback (1) 153942 lei  6-8 săpt.
  Palgrave Macmillan UK – 23 iun 2005 153942 lei  6-8 săpt.
Hardback (1) 154526 lei  6-8 săpt.
  Palgrave Macmillan UK – 23 iun 2005 154526 lei  6-8 săpt.

Din seria Finance and Capital Markets Series

Preț: 154526 lei

Preț vechi: 188447 lei
-18% Nou

Puncte Express: 2318

Preț estimativ în valută:
29571 30686$ 24717£

Carte tipărită la comandă

Livrare economică 15-29 martie

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9781403947260
ISBN-10: 1403947260
Pagini: 200
Ilustrații: XV, 188 p. 4 illus.
Dimensiuni: 155 x 235 x 13 mm
Greutate: 0.47 kg
Ediția:2005
Editura: Palgrave Macmillan UK
Colecția Palgrave Macmillan
Seria Finance and Capital Markets Series

Locul publicării:London, United Kingdom

Cuprins

Concepts and Terminology Yield Curve Models Practical Issues Yield Curves in Practice Real Yield Curves Estimating Credit, Liquidity, and Country Risk Premiums Risk Issues

Notă biografică

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.