-
Yield Curve Introduction
- Author(s):
- Tim Xiao (see profile)
- Date:
- 2020
- Group(s):
- Business Management
- Subject(s):
- Economics
- Item Type:
- Presentation
- Tag(s):
- yield curve, zero rate curve, yield curve construction, yield curve bootstrap
- Permanent URL:
- http://dx.doi.org/10.17613/fdkh-qs17
- Abstract:
- The term structure of interest rates, also known as yield curve, is defined as the relationship between the yield-to-maturity on a zero coupon bond and the bond’s maturity. Zero yield curves play an essential role in the valuation of all financial products.
- Metadata:
- xml
- Status:
- Published
- Last Updated:
- 2 years ago
- License:
- All-Rights-Granted
ircurveintroduction-1.pdf