Analysing and Interpreting the Yield Curve (Wiley Finance)

This groundbreaking new book offers:

• An intuitive account of a very important technical subject, cutting through the mathematics to reveal key concepts
• Market approaches to enable fund managers to evaluate the current and expected shape of the yield curve
• An opportunity for market professionals to have an understanding of the latest analytical techniques.

Written by an experienced market practitioner, this book is a clear and accessible account of an important financial topic.

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All Customer Reviews
Average Customer Review:
0 of 0 people found the following review helpful:

One of the rare books of practical use, 2008-03-07
One of the rare books which present yield curve modeling in an intuitive and comprehensible way. Mathematical formalism is kept to a minumum and whenever possible there are references to practical implications and implementations.


0 of 0 people found the following review helpful:

Excellent Synopsis for an Important and Much Ignored Topic, 2007-01-06
If you ever tried to research yield curves, then you will most likely find yourself reading a paragraph or a chapter in at least two books and / or articles. The author's capacity to summarize different bits of information to allow the reader to digest more efficiently this specfic topic is impressive. The book is primarily for an intremediate or expert fixed income person, but he does a good job in the beginning chapters to teach entry level fixed income people. The fixed income universe is divergent in products from bonds, derivative contracts and structured vehicles and it is people like Moorad Choudhry and his talent to amalgamate subject matter that any financial market person should read. All readers will ascertain a top down view of yield curves and if they need to go down to a granular level (i.e. find another book or article), then Choudhry has prepared the reader not to be lost between two trees in a forest.


2 of 3 people found the following review helpful:

Excellent all-in coverage, 2006-01-11
This book brings together all related points and saves the practitioner from having to buy 2 or 3 books. It covers bond yield, yield curve estimation and modelling, and then brings it all together in a chapter on relative value trading and yield curve spread trading. An excellent, well-written book that I think all government bond and Eurobond traders and portfolio managers will want to check out.


0 of 2 people found the following review helpful:

Get this without a doubt!!, 2006-01-11
It is so rare to find an author whose work is aimed at the rank and file of the finance world. Choudhry has excelled himself once again and clearly knows his work. His writing style is quite the most concise yet detailed and also quite convivial. i am quite sure he is an extremely successful person both personally and professionally.


2 of 12 people found the following review helpful:

Finally, an excellent book about the Yield Curve, 2004-04-21
There have been so many books about the yield curve, and all of them so mediocre. It is good to finally have one that describes and analyses the curve for everyone - money managers, bankers, investment analysts. Written in the author's trademark accessible style, this book is like nothing out there, highly recommended.

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