Related Books

Yield Curve Modelling at the Bank of Canada
Language: en
Pages: 70
Authors: David Bolder
Categories: Government securities
Type: BOOK - Published: 1999 - Publisher:

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Yield Curve Modelling at the Bank of Canada
Language: en
Pages: 56
Authors: David Bolder
Categories: Government securities
Type: BOOK - Published: 1999 - Publisher:

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Yield Curve Modeling and Forecasting
Language: en
Pages: 223
Authors: Francis X. Diebold
Categories: Business & Economics
Type: BOOK - Published: 2013-01-15 - Publisher: Princeton University Press

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Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing f
Yield Curve Modelling at the Bank of Canada
Language: en
Pages: 69
Authors: David Jamieson Bolder
Categories:
Type: BOOK - Published: 2008 - Publisher:

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The primary objective of ...
Yield Curve Modeling
Language: en
Pages: 202
Authors: Y. Stander
Categories: Business & Economics
Type: BOOK - Published: 2005-06-23 - Publisher: Springer

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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