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Language: en
Pages: 664
Pages: 664
Type: BOOK - Published: 1988 - Publisher: Prentice Hall
With their increasing complexity, the fixed-income markets have made greater demands upon their participants. To be successful -- in this era of heightened vola
Language: en
Pages: 390
Pages: 390
Type: BOOK - Published: 2019-04-15 - Publisher: John Wiley & Sons
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 i
Language: en
Pages: 781
Pages: 781
Type: BOOK - Published: 2018-06-07 - Publisher:
Rebonato provides an authoritative, clear, and up-to-date explanation of the cutting-edge innovations in affine modeling for government bonds, and provides read
Language: en
Pages: 248
Pages: 248
Type: BOOK - Published: 1996-06-04 - Publisher:
A yield curve is a graph indicating the term structure of interest rates by plotting the yields of all bonds of the same quality. This book provides a thorough
Language: en
Pages: 223
Pages: 223
Type: BOOK - Published: 2013-01-15 - Publisher: Princeton University Press
Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing f
