Yield-Curve Dynamics: State-of-the-Art Techniques for Modeling, Trading, and Hedging
- List Price: $150.00
- Binding: Hardcover
- Publisher: Fitzroy Dearborn Publishers
- Publish date: 12/01/1998
Description:
Yield-Curve Dynamics examines both the advanced theory and the practice of state-of-the-art techniques for modeling, trading and hedging. Topics include: single- and multi-factor models; applying yield-curve modeling to risk management; yield-curve volatility; options pricing models; and forecasting short-term interest rates. This is an important and useful book for anyone involved in risk management, trading, research, options and exotic derivatives, and currency markets.
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