Yield-Curve Dynamics: State-Of-Art Techniques for Modeling, Trading, and Hedging

Yield-Curve Dynamics: State-Of-Art Techniques for Modeling, Trading, and Hedging

Editorial Reviews
Book Description
The American bond market currently measures over 1,000 government securities, over 10,000 corporate bonds, and well over 700,000 mortgage-backed securities. By some estimates the total market value is in excess of four trillion dollars. At the very heart of this burgeoning market is the U.S. Treasury yield curve, which controls the risk/reward behavior of most debt in America, and has a significant impact on the global debt markets as well.

Yield-Curve Dynamics is a breakthrough book that examines both advanced theory and practical application that is invaluable to financial professionals involved in risk management, trading, research, options, exotic derivatives, fixed-income, and currency markets.

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.

Yield-Curve Dynamics: State-Of-Art Techniques for Modeling, Trading, and Hedging

Yield Curve Dynamics : State of the Art Techniques for Modelling, Trading and Hedging,Ronald J. Ryan,Lessons Professional Publishing,1888998067,Business & Economics,Business / Economics / Finance,Business/Economics,Finance,Investment Finance,Investments & Securities - General,Business & Economics / Finance

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Book Details

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