Yield Curve Dynamics: State of the Art Techniques for Modelling, Trading and Hedging

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Product Description
· Invaluable to financial professionals
· Breakthrough that examines both theory and practical solutions

Examines both the advanced theory and practice of these techniques. Topics include: single- and multi-factor models; applying yield-curve modeling to risk management; forecasting short-term interest rates; unique yield-curve volatility; and trading strategies.

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