Kontakt
Jak nakupovat
Doručení
Nákupní rádce
Yield Curve Modeling
Angličtina
545 b
Až 30 dní na vrácení zboží
Zákazníci také koupili
/
Brožovaná
333
Kč
/
Brožovaná
874
Kč
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.
Informace o knize
Angličtina
Darujte tuto knihu ještě dnes
Je to snadné
1 Přidejte knihu do košíku a zvolte doručit jako dárek 2 Obratem vám zašleme poukaz 3 Kniha dorazí na adresu obdarovanéhoMohlo by vás také zajímat
/
Audio CD
609
Kč
/
Brožovaná
196
Kč
/
Pevná
491
Kč
/
Pevná
1 054
Kč
Ahoj! Jsem Libroamiko, tvůj knižní rádce.
Jak ti můžu pomoct?