Yield Curve Dynamics: State of the Art Techniques for Modelling, Trading and Hedging PDF
116 Pages·1999·5.334 MB·English
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·Invaluable to financial professionals·Breakthrough that examines both theory and practical solutionsExamines both the advanced theory and practice of these techniques. Topics include: single- and multi-factor models; applying yield-curve modeling to risk management; forecasting short-term interest rates; unique yield-curve volatility; and trading strategies.
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