Yield Curve Estimation and Interpretation (Financial Economics & Quantitative Analysis Series) - Hardcover

Breedon, Francis

 
9780471962076: Yield Curve Estimation and Interpretation (Financial Economics & Quantitative Analysis Series)

Inhaltsangabe

A yield curve is a graph which indicates the term structure of interest rates by plotting the yields of all bonds of the same quality. This guide provides a thorough analysis of estimation techniques and a survey of yield curve interpretation. It provides insight into the Bank of England's current estimation of these techniques.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.