Yield curve dynamics : state of the art techniques for modeling, trading, and hedging

Format: Print Author/s: Ryan, Ronald J. Call Number: HG6024 A3 Y54 1997 Publisher: Toppan Company Pte, Ltd. Place of Publication: Singapore Date of Publication: 1997 ISBN: 1888998075 Pages: 219 Language: English Dimension: 24 cm Tags: Economic history | Interest rates | Interest rates -- United States | United States -- Economic conditions |

About the Resource:

· Invaluable to financial professionalsrn· Breakthrough that examines both theory and practical solutionsrnrnExamines both the advanced theory and practice of these techniques. Topics include: single- and multi-factor models; applying yield-curve modeling to risk management; forecasting short-term interest rates; unique yield-curve volatility; and trading strategies – from Amazon.com

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