LEADER 02763nam 2200493 450 001 9910555258003321 005 20230830162816.0 010 $a1-119-44469-1 010 $a1-119-14105-2 010 $a1-119-14106-0 035 $a(CKB)4100000007990384 035 $a(MiAaPQ)EBC5751851 035 $a(CaSebORM)9781119141044 035 $a(EXLCZ)994100000007990384 100 $a20190507d2019 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aAnalysing and interpreting the yield curve /$fMoorad Choudhry 205 $aSecond edition. 210 1$aChichester, West Sussex, United Kingdom :$cWiley,$d2019. 215 $a1 online resource (384 pages) 225 1 $aWiley finance. 225 0 $aTHEi Wiley ebooks. 300 $aRevised edition of the author's Analysing and interpreting the yield curve, c2004. 311 $a1-119-14104-4 320 $aIncludes bibliographical references and index. 330 $aUnderstand and interpret the global debt capital markets Now in a completely updated and expanded edition, this is a technical guide to the yield curve, a key indicator of the global capital markets and the understanding and accurate prediction of which is critical to all market participants. Being able to accurately and timely predict the shape and direction of the curve permits practitioners to consistently outperform the market. Analysing and Interpreting the Yield Curve, 2nd Edition describes what the yield curve is, explains what it tells participants, outlines the significance of certain shapes that the curve assumes and, most importantly, demonstrates what factors drive it and how it is modelled and used. Covers the FTP curve, the multi-currency curve, CSA, OIS-Libor and 3-curve models Gets you up to speed on the secured curve Describes application of theoretical versus market curve relative value trading Explains the concept of the risk-free rate Accessible demonstration of curve interpolation best-practice using cubic spline, Nelson-Siegel and Svensson 94 models This advanced text is essential reading for traders, asset managers, bankers and financial analysts, as well as graduate students in banking and finance. 410 0$aWiley finance series. 606 $aBonds$xValuation$xEconometric models 615 0$aBonds$xValuation$xEconometric models. 676 $a332.63/23 686 $aBUS004000$2bisacsh 700 $aChoudhry$b Moorad$0151558 702 $aBardaeva$b Polina 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910555258003321 996 $aAnalysing and interpreting the yield curve$92778266 997 $aUNINA