Ryan, Ronald J. <br/><br/>
Yield curve dynamics :   state-of-the-art techniques for modeling, trading and hedging /  
Ronald J. Ryan, editor 
 - 219 páginas :  gráficos ;   24 cm 
<br/><br/>Preface - Contributors - Bond market overview - Bond market solar systems / Ronald J. Ryan - The U. S. Treasury STRIPS : Valuation , Liability , and Asset Allocation Frontier / Douglas A. Love and Sean F. McShea - Yield Curves and Market Indices - The Content of Yields and Yield Spreads / Gregory Kitter - A Methodology for Market Rate Analysis and Forecasting / Alexander Levin and D. James Daras - Historical Bond Market Risk. Reward Patterns / Martha C. Monteagudo and Ronald J. Ryan Bond - Market Index Behavior: Applications for Bond Portfolio Management / Frank K. Reilly and David J. Wright - Advances in Stochastic Pricing Models for Dynamic Assets - The Concept of Instantaneous Return / Alexander Levin and Douglas A. Love - Linear Systems Theory in Stochastic Pricing Models / Alexander Levin - A Two Factor Term Structure Model / Y. K. Chan 
<br/><br/> El texto examina tanto la teoría avanzada como la práctica de estas técnicas: modelos de factor único y multifactorial; modelos de curva de rendimiento a la gestión de riesgos, previsión de tipos de interés a corto plazo, volatilidad única de la curva de rendimiento y estrategias comerciales. 
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<br/><br/><label>ISBN: </label>1888998067 1884964745 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Mercado de valores <br/>Análisis de costos<br/>Comercio<br/>Índice de precios
<br/><br/><label>Dewey Class. No.: </label>658.152  / R988y 1997