A yield curve is a graph which indicates the term structure of interest rates by plotting the yields of all bonds of the same quality. This guide provides a thorough analysis of estimation techniques and a survey of yield curve interpretation. It provides insight into the Bank of England's current estimation of these techniques.
- ISBN10 0471962074
- ISBN13 9780471962076
- Publish Date 12 April 1996
- Publish Status Out of Print
- Out of Print 14 May 1999
- Publish Country GB
- Publisher John Wiley and Sons Ltd
- Imprint John Wiley & Sons Ltd
- Format Hardcover
- Pages 208
- Language English