Home| All Programs| Today added Progs| Download Status| Customers opinion| Helpdesk| Shopping cart

Program Search:

Shopping Cart:




*Note: Minimum order cost: €20
Maximum Total Price: €1500
We Recommend:
Yield Curve Modeling PDF eBook €1 buy download


Yolanda Stander, "Yield Curve Modeling"
English | ISBN: 1403947260 | 2005 | 208 pages | PDF | 3 MB

This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. An extensive list of yield curve models are shown and discussed. Using actual market instruments, these models are then applied and the different yield curves are compared. It is assumed that the reader has a basic understanding of the financial instruments available in the market. Various issues that have to be taken into account in practice are discussed, like daycount conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown how yield curves can be used to estimate credit spreads and country risk premiums. Creating a yield curve model has some implications in risk management. Specifically - the model, operational, liquidity and basis risks are discussed.



Download File Size:2.83 MB


Yield Curve Modeling PDF eBook
€1
Customers who bought this program also bought:

Home| All Programs| Today added Progs| Download Status| Customers opinion| Helpdesk| Shopping cart      
Copyright 2006-2010 ©   LPStore   All Rights Reserved





AutoCAD 2018.1 x64 (1 dvd) €99

             

SolidWorks 2018 SP0.1 x64 (1 dvd) €110






Autodesk Revit 2018 Multilingual x64 plus Extensions (1 dvd) €129

             

Autodesk Factory Design Suite Ultimate 2018 .sfx x64 €198






DxO Optics Pro 11.4.0 Build 11979 Elite Multilingual x64 €22


SketchUp Pro 2017 17.2.2555 x64 €25


Corel Painter 2018 18.1.0.651 Multilingual x64 €40