Verwandte Artikel zu Yield Curve Modeling (Finance and Capital Markets Series)
Inhaltsangabe
This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. An extensive list of yield curve models are shown and discussed. Using actual market instruments, these models are then applied and the different yield curves are compared. It is assumed that the reader has a basic understanding of the financial instruments available in the market. Various issues that have to be taken into account in practice are discussed, like daycount conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown how yield curves can be used to estimate credit spreads and country risk premiums. Creating a yield curve model has some implications in risk management. Specifically - the model, operational, liquidity and basis risks are discussed.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Über die Autorin bzw. den Autor
YOLANDA STANDER heads a team of analysts developing financial models (yield curves and financial instruments) for Rand Merchant Bank, Johannesburg, South Africa. The author's focus in on market risk; she has extensive experience in financial forecasting and modelling, as well as working with various risk systems.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
Neu kaufen
Diesen Artikel anzeigen
EUR 217,51
EUR 5,71 für den Versand von Vereinigtes Königreich nach Deutschland
Versandziele, Kosten & DauerWeitere beliebte Ausgaben desselben Titels
Suchergebnisse für Yield Curve Modeling (Finance and Capital Markets Series)
Beispielbild für diese ISBN
Yield Curve Modeling (Finance and Capital Markets Series)
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. In. Bestandsnummer des Verkäufers ria9781349524280_new
Anzahl: Mehr als 20 verfügbar
Foto des Verkäufers
Yield Curve Modeling
Print-on-DemandAnbieter: moluna, Greven, Deutschland
Verkäuferbewertung 4 von 5 Sternen
Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. YOLANDA STANDER heads a team of analysts developing financial models (yield curves and financial instruments) for Rand Merchant Bank, Johannesburg, South Africa. The author s focus in on market risk she has extensive experience in financial forecasting and. Bestandsnummer des Verkäufers 447522924
Anzahl: Mehr als 20 verfügbar
Foto des Verkäufers
Yield Curve Modeling
Verlag:
Palgrave Macmillan UK, Palgrave Macmillan UK Jun 2005, 2005
ISBN 10: 134952428X
ISBN 13: 9781349524280
Neu
Taschenbuch
Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. Neuware -This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. An extensive list of yield curve models are shown and discussed. Using actual market instruments, these models are then applied and the different yield curves are compared. It is assumed that the reader has a basic understanding of the financial instruments available in the market. Various issues that have to be taken into account in practice are discussed, like daycount conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown how yield curves can be used to estimate credit spreads and country risk premiums. Creating a yield curve model has some implications in risk management. Specifically - the model, operational, liquidity and basis risks are discussed.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 208 pp. Englisch. Bestandsnummer des Verkäufers 9781349524280
Anzahl: 2 verfügbar
Foto des Verkäufers
Yield Curve Modeling
Verlag:
Palgrave Macmillan UK Jun 2005, 2005
ISBN 10: 134952428X
ISBN 13: 9781349524280
Neu
Taschenbuch
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. An extensive list of yield curve models are shown and discussed. Using actual market instruments, these models are then applied and the different yield curves are compared. It is assumed that the reader has a basic understanding of the financial instruments available in the market. Various issues that have to be taken into account in practice are discussed, like daycount conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown how yield curves can be used to estimate credit spreads and country risk premiums. Creating a yield curve model has some implications in risk management. Specifically - the model, operational, liquidity and basis risks are discussed. 208 pp. Englisch. Bestandsnummer des Verkäufers 9781349524280
Anzahl: 2 verfügbar
Beispielbild für diese ISBN
Yield Curve Modeling (Finance and Capital Markets Series)
Anbieter: Best Price, Torrance, CA, USA
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. SUPER FAST SHIPPING. Bestandsnummer des Verkäufers 9781349524280
Anzahl: 1 verfügbar
Foto des Verkäufers
Yield Curve Modeling
Verlag:
Palgrave Macmillan UK, Palgrave Macmillan UK, 2005
ISBN 10: 134952428X
ISBN 13: 9781349524280
Neu
Taschenbuch
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. An extensive list of yield curve models are shown and discussed. Using actual market instruments, these models are then applied and the different yield curves are compared. It is assumed that the reader has a basic understanding of the financial instruments available in the market. Various issues that have to be taken into account in practice are discussed, like daycount conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown how yield curves can be used to estimate credit spreads and country risk premiums. Creating a yield curve model has some implications in risk management. Specifically - the model, operational, liquidity and basis risks are discussed. Bestandsnummer des Verkäufers 9781349524280
Anzahl: 1 verfügbar
Foto des Verkäufers
Yield Curve Modeling
Anbieter: GreatBookPrices, Columbia, MD, USA
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. Bestandsnummer des Verkäufers 26449968-n
Anzahl: 15 verfügbar
Foto des Verkäufers
Yield Curve Modeling
Anbieter: GreatBookPrices, Columbia, MD, USA
Verkäuferbewertung 5 von 5 Sternen
Zustand: As New. Unread book in perfect condition. Bestandsnummer des Verkäufers 26449968
Anzahl: 15 verfügbar
Beispielbild für diese ISBN
Yield Curve Modeling (Finance and Capital Markets Series)
Anbieter: Books Puddle, New York, NY, USA
Verkäuferbewertung 4 von 5 Sternen
Zustand: New. pp. 188. Bestandsnummer des Verkäufers 26375263081
Anzahl: 4 verfügbar
Beispielbild für diese ISBN
Yield Curve Modeling (Paperback)
Verlag:
Palgrave Macmillan, Basingstoke, 2005
ISBN 10: 134952428X
ISBN 13: 9781349524280
Neu
Paperback
Erstausgabe
Anbieter: Grand Eagle Retail, Mason, OH, USA
Verkäuferbewertung 5 von 5 Sternen
Paperback. Zustand: new. Paperback. This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. An extensive list of yield curve models are shown and discussed. Using actual market instruments, these models are then applied and the different yield curves are compared. It is assumed that the reader has a basic understanding of the financial instruments available in the market. Various issues that have to be taken into account in practice are discussed, like daycount conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown how yield curves can be used to estimate credit spreads and country risk premiums. Creating a yield curve model has some implications in risk management. Specifically - the model, operational, liquidity and basis risks are discussed. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Bestandsnummer des Verkäufers 9781349524280
Anzahl: 1 verfügbar