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Yield Curve Modeling
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Yield Curve Modeling

This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. Using actual market instruments, these models are then applied and the different yield curves are compared. Creating a yield curve model has some implications in risk management.
Forfatter
Y. Stander
Opplag
1st ed. 2005
ISBN
9781349524280
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
23.6.2005
Antall sider
188