Yield Curve Dynamics: State of the Art Techniques for Modelling, Trading and Hedging

Description

· Invaluable to financial professionals
· Breakthrough that examines both theory and practical solutions
Examines both the advanced theory and practice of these techniques. Topics include: single- and multi-factor models; applying yield-curve modeling to risk management; forecasting short-term interest rates; unique yield-curve volatility; and trading strategies.





http://rapidshare.com/files/212076497/RJR-YCD.rar

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