Search Results - "yield curve"

Key financial market concepts : the 100 terms every finance professional needs to know by Steiner, Bob

Table of Contents: “…Zero-coupon yield and yield curve -- 4. Forward-forwards, FRAs and futures -- 5. …”

Mastering financial calculations : a step-by-step guide to the mathematics of financial market instruments by Steiner, Bob

Table of Contents: “…Zero-coupon rates and yield curves -- 8. Foreign exchange -- 9. Interest rate and currency swaps -- 10. …”

Professional financial computing using Excel and VBA by Tung, Humphrey K. K., Lai, Donny C. F, Wong, Michael C. S. [ (Michael Chak Sham)]

Table of Contents: “…Newton-Raphson method -- 6. Yield curve construction using cubic spline -- 7. Binomial option pricing model -- 8. …”

Valuation of securities

Table of Contents: “…Term structure of interest rates and yield curves -- 4. Theories of interest rate determination -- 5. …”