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. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. |
Subject |
Bonds -- Valuation -- Econometric models.
|
Added Author |
ProQuest (Firm)
|
Spine Title |
Analysing & interpreting the yield curve |
Added Title |
Analyzing and interpreting the yield curve |
ISBN |
0470821256 |
|
9780470821251 |
|
9781118177129 (e-book) |
OCLC # |
EBC826866 |
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