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论坛 金融投资论坛 六区 金融学(理论版)
3437 3
2010-10-29
利率曲线的基本概念很好的总结对比,非常有利于学习和理解。

"
In this primer we consider the zero-coupon or spot interest rate and the forward rate. We also look at the yield curve. Investors consider a bond yield and the general market yield curve when undertaking analysis to determine if the bond is worth buying; this is a form of what is known as relative value analysis. All investors will have a specific risk/reward profile that they are comfortable with, and a bond’s yield relative to its perceived risk will influence the decision to buy (or sell) it.
We consider the different types of yield curve, before considering a specific curve, the zero-coupon or spot yield curve. Yield curve construction itself requires some formidable mathematics and is outside the scope of this book; we consider here the basic techniques only. Interested readers who wish to study the topic further may wish to refer to the author’s book
Analysing and Interpreting the Yield Curve. "
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Choudhry_IntroToYieldCurve_Jan2008.pdf

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2010-10-29 11:28:43
不错的哦,看看再说!
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2010-10-30 23:36:22
路过,支持一下!谢谢分享。。。
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2013-4-11 01:26:31
感谢楼主分享
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