Yield Curve Estimation and Interpretation
Francis Breedon(Author)
Wiley (Publisher)
Published on 12. April 1996
Book
Hardback
208 pages
978-0-471-96207-6 (ISBN)
Description
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.
More details
Series
Language
English
Place of publication
Chichester
United Kingdom
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Professional and scholarly
Illustrations
Illustrations
Dimensions
Height: 235 mm
Width: 157 mm
Weight
500 gr
ISBN-13
978-0-471-96207-6 (9780471962076)
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Schweitzer Classification
Content
The Term Structure of Interest Rates; Estimating Yield Curves; Comparing Yield Curve Models; Equilibrium Term Structure Models; The Effects of Taxation; Bonds with Embedded Options; Index-Linked Debt; Term Premia and the Implied Forward Rate Curve; Empirical Evidence on the Expectations Theory of the Yield Curve; Index.