Search Results - "yield curve"

Yield curve dynamics state-of-the-art techniques for modeling, trading, and hedging by Ryan, Ronald J.

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. …”