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Author Choudhry, Moorad.
Title Analysing and interpreting the yield curve [electronic resource] / Moorad Choudhry.
Publication Info. Singapore : Wiley, c2004.
Location Call No. Status Notes
 Libraries Electronic Books  ELECTRONIC BOOK-ebrary    AVAIL. ONLINE
Description xiii, 359 p. : ill.
Series Wiley finance series.
Bibliography Includes bibliographical references and index.
Contents pt. 1. Introduction to bond yield and the yield curve -- pt. 2. Yield curve modeling -- pt. 3. Fitting the yield curve -- pt. 4. The yield curve and relative-value trading.
Reproduction Electronic reproduction. Palo Alto, Calif. : ebrary, 2012. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
Subject Bonds -- Valuation -- Econometric models.
Added Author ebrary, Inc.
Spine Title Analysing & interpreting the yield curve
Added Title Analyzing and interpreting the yield curve
ISBN 0470821256
9780470821251
9781118177129 (e-book)
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