大葉大學圖書館 |

登入

回首頁

Analysing and interpreting the yield...

Choudhry, Moorad.

Analysing and interpreting the yield curve /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.63/23
書名/作者:	Analysing and interpreting the yield curve // Moorad Choudhry.
其他題名:	Analyzing and interpreting the yield curve
作者:	Choudhry, Moorad.
出版者:	Chichester, West Sussex : : Wiley,, 2019.
面頁冊數:	xvii, 363 p. : : ill. ;; 24 cm.
附註:	Rev. ed. of the author's Analysing and interpreting the yield curve, c2004.
標題:	Bonds - Valuation
ISBN:	9781119141044 (hbk.) :
書目註:	Includes bibliographical references and index.
摘要、提要註:	"Understand and interpret the global debt capital markets Now in a completely updated and expanded ed., 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 ed. 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 book's 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"--

Analysing and interpreting the yield curve /
Choudhry, Moorad.

Analysing and interpreting the yield curve /Analyzing and interpreting the yield curveMoorad Choudhry. - 2nd ed. - Chichester, West Sussex :Wiley,2019. - xvii, 363 p. :ill. ;24 cm. - Wiley finance series.

Rev. ed. of the author's Analysing and interpreting the yield curve, c2004.

Includes bibliographical references and index.

"Understand and interpret the global debt capital markets Now in a completely updated and expanded ed., 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 ed. 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 book's 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"--

ISBN: 9781119141044 (hbk.) :NTD 3,812

LCCN: 2018056454Subjects--Topical Terms:

704433
Bonds
--Valuation

LC Class. No.: HG4651 / .C6793 2019

Dewey Class. No.: 332.63/23

Analysing and interpreting the yield curve /
LDR:02782cam a2200277 a 4500 001 487358
005 20190221144923.0
008 200620s2019 enka b 001 0 eng
010 $a 2018056454
020 $a 9781119141044 (hbk.) : $c NTD 3,812
020 $z 9781119141051 (ePub)
020 $z 9781119141068 (ePDF)
020 $z 9781119444695 (Obook)
040 $a DLC $b eng $c DLC $d DYU
041 0 $a eng
050 0 0 $a HG4651 $b .C6793 2019
082 0 0 $a 332.63/23 $2 23
100 1 $a Choudhry, Moorad. $3 358875
245 1 0 $a Analysing and interpreting the yield curve / $c Moorad Choudhry.
246 3 $a Analyzing and interpreting the yield curve
250 $a 2nd ed.
260 $a Chichester, West Sussex : $b Wiley, $c 2019.
300 $a xvii, 363 p. : $b ill. ; $c 24 cm.
490 0 $a Wiley finance series
500 $a Rev. ed. of the author's Analysing and interpreting the yield curve, c2004.
504 $a Includes bibliographical references and index.
520 $a "Understand and interpret the global debt capital markets Now in a completely updated and expanded ed., 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 ed. 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 book's 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"-- $c Provided by publisher.
520 $a "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"-- $c Provided by publisher.
650 0 $a Bonds $x Valuation $x Econometric models. $3 704433