Yield curve modeling/
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Book |
| Language: | English |
| Published: |
Houndmills, Basingstoke, Hampshire:
Palgrave Macmillan,
2005
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| Series: | Finance and capital markets
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| Subjects: |
Table of Contents:
- Concepts and Terminology
- Yield Curve Models
- Practical Issues
- Yield Curves in Practice
- Real Yield Curves
- Estimating Credit, Liquidity, and Country Risk Premiums
- Risk Issues