Yield Curves in Practice

  • Yolanda S. Stander
Part of the Finance and Capital Markets Series book series (FCMS)

Abstract

In this chapter we explore how to derive yield curves from the various types of instruments available in the market.

Keywords

Income Hull Volatility 

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Copyright information

© Yolanda S. Stander 2005

Authors and Affiliations

  • Yolanda S. Stander

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