1st edition
Hardback (01 Mar 1997)
Not available for sale
Includes delivery to the United States
Out of stock
Examines both the advanced theory and practice of these techniques. Topics include: single- and multi-factor models; applying yield-curve modelling to risk management; forecasting short-term interest rates; unique yield-curve volatility; and trading strategies.
| ISBN: | 9781884964749 |
| Publisher: | Taylor and Francis |
| Imprint: | Routledge |
| Pub date: | 01 Mar 1997 |
| Edition: | 1st edition |
| Language: | English |
| Number of pages: | 300 |
| Weight: | 502g |
| Height: | 229mm |
| Width: | 152mm |
| Spine width: | 19mm |
