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Analysing And Interpreting The Yield Curve 2Nd Edition

by Choudhry
Save 35% Save 35%
Current price ₹9,045.00
Original price ₹13,914.00
Original price ₹13,914.00
Original price ₹13,914.00
(-35%)
₹9,045.00
Current price ₹9,045.00

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Book cover type: Hardcover
  • ISBN13: 9781119141044
  • Binding: Hardcover
  • Subject: Business Management
  • Publisher: Wiley
  • Publisher Imprint: Wiley
  • Publication Date:
  • Pages: 392
  • Original Price: USD 146.0
  • Language: English
  • Edition: N/A
  • Item Weight: 658 grams
  • BISAC Subject(s): Banks & Banking

From the Inside Flap

Completely updated and expanded, the second edition of Analysing and Interpreting the Yield Curve is an accessible guide to the yield curve, the cornerstone of finance and a key indicator of the global capital markets. Understanding the curve, what drives it and where it's likely to go are critical information pointers for all market participants.

The book offers complete coverage of the latest developments including the multicurrency curve, CSA, OIS and 3-curve models, plus a look at negative interest rates and an application of theoretical versus observed market curve relative value trading. Analysts will also appreciate an accessible demonstration of best-practice curve interpolation techniques.

DR. MOORAD CHOUDHRY is Head of Asset-Liability Management at Cambridge & Counties Bank in Leicester. He previously worked as a sovereign bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited, a structured finance repo trader at KBC Financial Products, and was latterly Treasurer, Corporate Banking Division at The Royal Bank of Scotland.
Moorad is a Fellow of the Chartered Institute for Securities & Investment, a Fellow of the London Institute of Banking and Finance, a Fellow of the Institute of Directors, and a Freeman of the Worshipful Company of International Bankers.

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