Analysing and interpreting the yield curve
"Understand and interpret the global debt capital markets Now in a completely updated and expanded edition, this is a technical guide to the yield curve, a key indicator of the global capital markets and the understanding and accurate prediction of which is critical to all market participants....
| Autor principal: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hichester, West Sussex :
Wiley
2019.
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| Edición: | 2nd ed |
| Colección: | Wiley ebooks.
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| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b40636860*spi |
| Sumario: | "Understand and interpret the global debt capital markets Now in a completely updated and expanded edition, this is a technical guide to the yield curve, a key indicator of the global capital markets and the understanding and accurate prediction of which is critical to all market participants. Being able to accurately and timely predict the shape and direction of the curve permits practitioners to consistently outperform the market. Analysing and Interpreting the Yield Curve, 2nd Edition describes what the yield curve is, explains what it tells participants, outlines the significance of certain shapes that the curve assumes and, most importantly, demonstrates what factors drive it and how it is modelled and used. Covers the FTP curve, the multi-currency curve, CSA, OIS-Libor and 3-curve models Gets you up to speed on the secured curve Describes application of theoretical versus market curve relative value trading Explains the concept of the risk-free rate Accessible demonstration of curve interpolation best-practice using cubic spline, Nelson-Siegel and Svensson 94 models The books companion website includes a number of yield curve models that are ready for application at any commercial bank. This advanced text is essential reading for traders, asset managers, bankers and financial analysts, as well as graduate students in banking and finance"-- "The completely updated and much expanded book will describe what the yield curve is, explain what it tells participants, outline the significance of certain shapes that the curve assumes and, most importantly, demonstrate how it is modelled and used. New chapters will cover the FTP curve, the multi-currency curve, CSA, OIS-Libor and 3-curve models as well as the secured curve. The book will also address relative value trading and he concept of the risk-free rate"-- |
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| Notas: | Revised edition of the author's Analysing and interpreting the yield curve, c2004. |
| Descripción Física: | 1 recurso electrónico |
| Formato: | Forma de acceso: World Wide Web. |
| Bibliografía: | Incluye referencias bibliográficas e índice. |
| ISBN: | 9781119141068 9781119141051 9781119444695 |
