Examines both the advanced theory and practice of these techniques. Topics include: single- and multi-factor models; applying yield-curve modelling to risk management; forecasting short-term interest rates; unique yield-curve volatility; and trading strategies.
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Book Description
Editorial Reviews
From the Publisher
Ronald J. Ryan is president of Ryan Labs, Inc., which manages over $3.0 billion in assets. Previously, he headed the Ryan Financial Strategy Group, which created the first daily bond index in the United States-The Treasury Yield Curve-which is syndicated throughout the world. Mr. Ryan received a B.A. and a M.B.A. from Loyola University.
--This text refers to an alternate
Hardcover
edition.
About the Author
Ronald J. Ryan is President of Ryan Labs, Inc. which manages over $3 billion in assets.
--This text refers to an alternate
Hardcover
edition.
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