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yield curve dynamics

文件格式:Pdf 可复制性:可复制 TAG标签: Dynamics Curve yield 点击次数: 更新时间:2009-09-30 17:26
介绍

Yield Curve Dynamics
State-of-the-Art Techniques for Modeling, Trading, and Hedging 
by Ronald J. Ryan 
Price: £30.00 

Description of Yield Curve Dynamics
The American bond market currently measures over 1,000 government securities, over 10,000 corporate bonds, and well over 700,000 mortgage-backed securities. By some estimates the total market value is in excess of four trillion dollars. At the very heart of this burgeoning market is the U.S. Treasury yield curve, which controls the risk/reward behavior of most debt in America, and has a significant impact on the global debt markets as well. Yield-Curve Dynamics is a breakthrough book that examines both advanced theory and practical application that is invaluable to financial professionals involved in risk management, trading, research, options, exotic derivatives, fixed-income, and currency markets.
About Ronald J. Ryan
Ronald J. Ryan is president of Ryan Labs, Inc., which manages over $3.0 billion in assets. Previously, he headed the Ryan Financial Strategy Group, which created the first daily bond index in the United States-The Treasury Yield Curve-which is syndicated throughout the world. Mr. Ryan received a B.A. and a M.B.A. from Loyola University.

 

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