Yield Curve Dynamics: State of the Art Techniques for Modelling, Trading and Hedging [Hardcover]

Ronald J. Ryan (Editor)

Book Description

Publication Date: June 1999

· Invaluable to financial professionals
· Breakthrough that examines both theory and practical solutions

Examines both the advanced theory and practice of these techniques. Topics include: single- and multi-factor models; applying yield-curve modeling to risk management; forecasting short-term interest rates; unique yield-curve volatility; and trading strategies.

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.

About the Author

Ronald J. Ryan is President of Ryan Labs, Inc. which manages over $3 billion in assets.

Product Details

• Hardcover: 232 pages
• Publisher: Global Professional Publishing (June 1999)
• Language: English
• ISBN-10: 1888998067
• ISBN-13: 978-1888998061
• Product Dimensions: 9.3 x 6.3 x 0.7 inches
• Shipping Weight: 15.2 ounces (View shipping rates and policies)
• Amazon Best Sellers Rank: #3,743,767 in Books (See Top 100 in Books)