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Analysing and Interpreting the Yield Curve (Hardcover, 2nd Edition) Loot Price: R2,261
Discovery Miles 22 610
You Save: R257 (10%)
Analysing and Interpreting the Yield Curve (Hardcover, 2nd Edition): Moorad Choudhry

Analysing and Interpreting the Yield Curve (Hardcover, 2nd Edition)

Moorad Choudhry

Series: Wiley Finance

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List price R2,518 Loot Price R2,261 Discovery Miles 22 610 | Repayment Terms: R207 pm x 12* You Save R257 (10%)

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Understand and interpret the global debt capital markets Now in a completely updated and expanded edition, 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 Edition 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 This advanced text is essential reading for traders, asset managers, bankers and financial analysts, as well as graduate students in banking and finance.


Imprint: John Wiley & Sons
Country of origin: United States
Series: Wiley Finance
Release date: April 2019
Authors: Moorad Choudhry
Dimensions: 234 x 175 x 26mm (L x W x T)
Format: Hardcover
Pages: 384
Edition: 2nd Edition
ISBN-13: 978-1-119-14104-4
Categories: Books > Business & Economics > Finance & accounting > Finance > Banking
Books > Money & Finance > Banking
LSN: 1-119-14104-4
Barcode: 9781119141044

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