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Empirical Research on Yield Curve of China Bond Market

  • Conference paper
Advanced Research on Computer Science and Information Engineering (CSIE 2011)

Part of the book series: Communications in Computer and Information Science ((CCIS,volume 152))

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Abstract

The yield curve of bonds is an instrument that gives us the necessary information for valuing deterministic financial cash flows, measuring the economic market expectations and testing the effectiveness of monetary policy decisions. In the present paper, we focus on fair price calculation and residual analytics of sample bond by different models to find most effective method for china bond interest rate modeling.

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Author information

Authors and Affiliations

  1. Zhejiang Water Conservancy and Hydropower College, Hangzhou, China

    Yuxian Zheng

Authors
  1. Yuxian Zheng
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Editor information

Editors and Affiliations

  1. Wuhan University of Science and Technology, Zhongnan Branch, No.18, Jiangxia Road, Wuhan, China

    Gang Shen

  2. International Science & Education Researcher Association, Wuhan Branch, No.1, Jiangxia Road, Wuhan, China

    Xiong Huang

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© 2011 Springer-Verlag Berlin Heidelberg

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Zheng, Y. (2011). Empirical Research on Yield Curve of China Bond Market. In: Shen, G., Huang, X. (eds) Advanced Research on Computer Science and Information Engineering. CSIE 2011. Communications in Computer and Information Science, vol 152. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-21402-8_7

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  • DOI: https://doi.org/10.1007/978-3-642-21402-8_7

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-21401-1

  • Online ISBN: 978-3-642-21402-8

  • eBook Packages: Computer ScienceComputer Science (R0)

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