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Yield curve modelling

Yield curve modelling (Loan 4 times)

Material type
단행본
Personal Author
Stander, Yolanda S. , 1975-.
Title Statement
Yield curve modelling / Yolanda S. Stander.
Publication, Distribution, etc
New York :   Palgrave Macmillan ,   2005.  
Physical Medium
188 p. : ill. ; 24 cm.
ISBN
1403947260 (cloth)
Bibliography, Etc. Note
Includes bibliographical references and index.
Subject Added Entry-Topical Term
Bonds -- Valuation -- Econometric models. Interest rates -- Econometric models. Investments -- Econometric models. Risk.
000 00898namuu22002778a 4500
001 000045230388
005 20060224143237
008 050519s2005 nyua b 001 0 eng
010 ▼a 2005049193
020 ▼a 1403947260 (cloth)
035 ▼a (KERIS)REF000011320284
040 ▼a DLC ▼c DLC ▼d 211009
042 ▼a pcc
050 0 0 ▼a HG4651 ▼b .S73 2005
082 0 0 ▼a 332.63/23 ▼2 22
090 ▼a 332.6323 ▼b S785y
100 1 ▼a Stander, Yolanda S. , ▼d 1975-.
245 1 0 ▼a Yield curve modelling / ▼c Yolanda S. Stander.
260 ▼a New York : ▼b Palgrave Macmillan , ▼c 2005.
300 ▼a 188 p. : ▼b ill. ; ▼c 24 cm.
504 ▼a Includes bibliographical references and index.
650 0 ▼a Bonds ▼x Valuation ▼x Econometric models.
650 0 ▼a Interest rates ▼x Econometric models.
650 0 ▼a Investments ▼x Econometric models.
650 0 ▼a Risk.

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.6323 S785y Accession No. 111353551 Availability Available Due Date Make a Reservation Service B M

Contents information

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


Information Provided By: : Aladin

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