Understanding the Yield Curve 豆 0.0分

资源最后更新于 2020-08-18 15:42:55

作者：Antti Ilmanen

出版社：Salomon Brothers

出版日期：1995-01

ISBN：9781198811203

文件格式： pdf

标签： 固定收益 经济,政治和历史 利率曲线 债券 金融 Fin 金融学 投资

简介· · · · · ·

In recent years, advances have been made in the theoretical and the empirical analysis of the term structure of interest rates. However, such analysis is often very quantitative, and it rarely emphasizes practical investment applications. There appears to be a need to bridge the gap between theory and practice and to set up an accessible framework for sophisticated yield curve ...