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Analysing and interpreting the yield curve

by Choudhry, Moorad.
Additional authors: ebrary, Inc.
Series: Wiley finance Published by : Wiley, (Singapore :) Physical details: xiii, 359 p. : ill.
Subject(s): Bonds -- Valuation -- Econometric models. | Electronic books.
Year: 2004
Online resources:
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Includes bibliographical references and index.

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.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2012. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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