TY  - BOOK
AU  - Ryan,Ronald J.
TI  - Yield curve dynamics : : state-of-the-art techniques for modeling, trading and hedging / 
SN  - 1888998067
U1  - 658.152 
PY  - 1997///
CY  - Chicago
PB  - Glenlake Publishing Company, Fitzroy Dearborn Publishers
KW  - LEMB
KW  - Mercado de valores
KW  - Análisis de costos
KW  - Comercio
KW  - Índice de precios
N1  - 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; Negocios Internacionales
N2  - 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
ER  -