{"product_id":"analysing-and-interpreting-the-yield-curve-hardback-9781119141044","title":"Analysing and Interpreting the Yield Curve (Hardback) 9781119141044","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eAnalysing and Interpreting the Yield Curve\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cfont size=\"4\"\u003eMoorad Choudhry (Author), Christopher Westcott (Foreword by)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781119141044, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 26 April 2019\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e384 pages\u003cbr\u003e23.1 x 15 x 2.8 cm, 0.68 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003e\u003cp\u003e\u003cb\u003eUnderstand and interpret the global debt capital markets\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eNow in a completely updated and expanded edition, this is a technical guide to the yield curve, a key indicator of the global capital markets and the understanding and accurate prediction of which is critical to all market participants. Being able to accurately and timely predict the shape and direction of the curve permits practitioners to consistently outperform the market.\u003c\/p\u003e \u003cp\u003e\u003ci\u003eAnalysing and Interpreting the Yield Curve, 2nd Edition \u003c\/i\u003edescribes what the yield curve is, explains what it tells participants, outlines the significance of certain shapes that the curve assumes and, most importantly, demonstrates what factors drive it and how it is modelled and used.\u003c\/p\u003e \u003cul\u003e \u003cli\u003eCovers the FTP curve, the multi-currency curve, CSA, OIS-Libor and 3-curve models\u003c\/li\u003e \u003cli\u003eGets you up to speed on the secured curve\u003c\/li\u003e \u003cli\u003eDescribes application of theoretical versus market curve relative value trading\u003c\/li\u003e \u003cli\u003eExplains the concept of the risk-free rate\u003c\/li\u003e \u003cli\u003eAccessible demonstration of curve interpolation best-practice using cubic spline, Nelson-Siegel and Svensson 94 models \u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eThis advanced text is essential reading for traders, asset managers, bankers and financial analysts, as well as graduate students in banking and finance.\u003c\/p\u003e\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003eForeword ix\u003c\/p\u003e \u003cp\u003ePreface xi\u003c\/p\u003e \u003cp\u003ePreface to the First Edition xiii\u003c\/p\u003e \u003cp\u003eAcknowledgments xv\u003c\/p\u003e \u003cp\u003eAbout the Author xvii\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart 1 Introduction to the Yield Curve 3\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 1 The Yield Curve 5\u003c\/p\u003e \u003cp\u003eChapter 2 A Further Look at Spot and Forward Rates 61\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart 2 Yield Curve Modelling and Post-2008 Yield Curve Analytics 93\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 3 Interest Rate Modelling I: Primer on Basic Concepts 95\u003c\/p\u003e \u003cp\u003eChapter 4 Interest Rate Modelling II: The Dynamic of Asset Prices 115\u003c\/p\u003e \u003cp\u003eChapter 5 Interest Rate Models I 139\u003c\/p\u003e \u003cp\u003eChapter 6 Interest Rate Models II 163\u003c\/p\u003e \u003cp\u003eChapter 7 The Index-Linked Bond Yield Curve 181\u003c\/p\u003e \u003cp\u003eChapter 8 Yield Curve Analytics in the Post-2008 Era 193\u003c\/p\u003e \u003cp\u003eChapter 9 Negative Interest Rate Analytics 219\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart 3 Fitting the Yield Curve 229\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 10 Estimating and Fitting the Yield Curve I 231\u003c\/p\u003e \u003cp\u003eChapter 11 Estimating and Fitting the Yield Curve II 253\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart 4 Yield Curves and Relative Value Trading 277\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 12 Yield Curves and Relative Value 279\u003c\/p\u003e \u003cp\u003eChapter 13 Identifying Relative Value in the US Treasury Market: Acquiring New Benchmark Definitions from an Ancillary Yield Curve 291\u003c\/p\u003e \u003cp\u003eAppendix: Bond Yield Measurement 321\u003c\/p\u003e \u003cp\u003eIndex 353\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Business \u0026amp; management [\u003ca title=\"See our other books on Business \u0026amp; management\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Business%20\u0026amp;%20management%20%5BKJ%5D%22\"\u003eKJ\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley","offers":[{"title":"Brand New","offer_id":52501421523224,"sku":"9781119141044","price":88.29,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9781119141044_117835.jpg?v=1786237171","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/analysing-and-interpreting-the-yield-curve-hardback-9781119141044","provider":"Freshly Printed Books","version":"1.0","type":"link"}