Analysing and Interpreting the Yield Curve (Innbundet)

Serie: Wiley Finance 

Forfatter:

Forfatter:
Innbinding: Innbundet
Utgivelsesår: 2019
Antall sider: 384
Forlag: John Wiley & Sons Inc
Språk: Engelsk
Serie:
ISBN/EAN: 9781119141044
Omtale Analysing and Interpreting the Yield Curve
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 indicator of the global capital markets and the understanding and accurate prediction of which is critical to all market participants. Being able to accurately and timely predict the shape and direction of the curve permits practitioners to consistently outperform the market.


Analysing and Interpreting the Yield Curve, 2nd Edition describes what the yield curve is, explains what it tells participants, outlines the significance of certain shapes that the curve assumes and, most importantly, demonstrates what factors drive it and how it is modelled and used.





Covers the FTP curve, the multi-currency curve, CSA, OIS-Libor and 3-curve models

Gets you up to speed on the secured curve

Describes application of theoretical versus market curve relative value trading

Explains the concept of the risk-free rate

Accessible demonstration of curve interpolation best-practice using cubic spline, Nelson-Siegel and Svensson 94 models



This advanced text is essential reading for traders, asset managers, bankers and financial analysts, as well as graduate students in banking and finance.

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