Advertisement

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

Cash Flow Discount Factor Yield Curve Forward Rate Future Contract 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Yolanda S. Stander 2005

Authors and Affiliations

  • Yolanda S. Stander

There are no affiliations available

Personalised recommendations