Modeling the Term Structure of Interest Rates Across Countries

Modeling the Term Structure of Interest Rates Across Countries

Selected essays

LAP Lambert Academic Publishing ( 15.05.2009 )

€ 79,00

Купить в магазине MoreBooks!

An understanding of the stochastic behaviour of yields is important for the conduct of monetary policy, the financing of public debt, the expectations of real economic activity and inflation, the risk management of a portfolio of securities, and the valuation of interest rate derivatives. It is, therefore, not surprising that the study of yield curve dynamics is occupying such a prominent and unique place in theoretical and empirical macroeconomics and finance.

Детали книги:

ISBN-13:

978-3-8383-0118-1

ISBN-10:

3838301188

EAN:

9783838301181

Язык книги:

English

By (author) :

Stan Maes

Количество страниц:

264

Опубликовано:

15.05.2009

Категория:

Экономика