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Estimating and Interpreting the Yield Curve

Estimating and Interpreting the Yield Curve - Series in Financial Economics and Quantitative Analysis

Hardback (12 Apr 1996)

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Publisher's Synopsis

A yield curve is a graph which indicates the term structure of interest rates by plotting the yields of all bonds of the same quality. This guide provides a thorough analysis of estimation techniques and a survey of yield curve interpretation. It provides insight into the Bank of England's current estimation of these techniques.

Book information

ISBN: 9780471962076
Publisher: Wiley
Imprint: John Wiley & Sons, Inc.
Pub date:
DEWEY: 332.63230941
DEWEY edition: 20
Language: English
Number of pages: 221
Weight: 500g
Height: 235mm
Width: 157mm
Spine width: 19mm