Book Details
Format
Paperback / Softback
Book Series
Finance and Capital Markets Series
ISBN-10
134952428X
ISBN-13
9781349524280
Edition
1st ed. 2005
Publisher
Palgrave Macmillan
Imprint
Palgrave Macmillan
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jun 23rd, 2005
Print length
188 Pages
Product Classification:
MacroeconomicsCorporate financeFinancial services industry
Ksh 39,600.00
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This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. Using actual market instruments, these models are then applied and the different yield curves are compared. Creating a yield curve model has some implications in risk management.
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