Analysing and interpreting the yield curve / Moorad Choudhry.
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| Superior document: | Wiley finance |
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| Year of Publication: | 2004 |
| Language: | English |
| Series: | Wiley finance series.
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| Online Access: | |
| Physical Description: | xiii, 359 p. :; ill. |
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Table of Contents:
- pt. 1. Introduction to bond yield and the yield curve
- pt. 2. Yield curve modeling
- pt. 3. Fitting the yield curve
- pt. 4. The yield curve and relative-value trading.