Yield Curve Estimation and Interpretation (Wiley Series in Financial Economics & Quantitative Analysis)

by NicolaAnderson (Author), Francis Breedon (Author), Gareth Murphy (Author), Andrew Derry (Author), Mark Deacon (Author)

• Used

  Paperback
  1996

  $83.68

  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.