Скачать Yield Curve Dynamics: State of the Art Techniques for Modelling, Trading and Hedging бесплатно
Yield Curve Dynamics: State of the Art Techniques for Modelling, Trading and Hedging By Ronald J. Ryan
Publisher Global Professional Publishing | ISBN: 1888998067 | edition 1999 | PDF | 232 pages | 4,96 mb
· Invaluable to financial professionals
· Breakthrough that examines both theory and practical solutions
Examines 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.