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Titlebook: Yield Curve Modeling; Yolanda S. Stander Book 2005 Yolanda S. Stander 2005 business.financial instruments.financial market.financial marke

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書目名稱Yield Curve Modeling
編輯Yolanda S. Stander
視頻videohttp://file.papertrans.cn/1061/1060357/1060357.mp4
叢書名稱Finance and Capital Markets Series
圖書封面Titlebook: Yield Curve Modeling;  Yolanda S. Stander Book 2005 Yolanda S. Stander 2005 business.financial instruments.financial market.financial marke
描述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.
出版日期Book 2005
關(guān)鍵詞business; financial instruments; financial market; financial markets; liquidity; management; modeling; Risk
版次1
doihttps://doi.org/10.1057/9780230513747
isbn_softcover978-1-349-52428-0
isbn_ebook978-0-230-51374-7Series ISSN 2946-2010 Series E-ISSN 2946-2029
issn_series 2946-2010
copyrightYolanda S. Stander 2005
The information of publication is updating

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Book 2005 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.
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B. Klein for each segment (row or tuple) of data is changed to a part (attribute value) of the data itself. This mechanism makes sure that no person can decrypt the data without having access to the Key Attribute Table, which is stored on a local server or in a different cloud.
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wide variety of pathologies, as well as typical artifacts anThis book will serve as a comprehensive reference source and self-assessment guide for physicians and technologists who practice myocardial perfusion SPECT imaging. Readers will learn to identify a wide variety of findings apart from the le
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