Yield-Curve Dynamics: State of the Art Techniques for Modeling, Trading, and Hedging (Glenlake business monographs)
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Book Details
Author(s)
Ronald J. Ryan
Publisher
Routledge
ISBN / ASIN
1884964745
ISBN-13
9781884964749
Marketplace
France 🇫🇷
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Description
Examines both the advanced theory and practice of these techniques. Topics include: single- and multi-factor models; applying yield-curve modelling to risk management; forecasting short-term interest rates; unique yield-curve volatility; and trading strategies.
