Yield Curve Analysis: The Fundamentals of Risk and Return

By Livingston G. Douglas

With their increasing complexity, the fixed-income markets have made greater demands upon their participants. To be successful--in this era of heightened volatility, especially--requires a firm... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0139724567
• ISBN13: 9780139724565
• Release Date: January 1988
• Publisher: New York Institute of Finance
• Length: 622 Pages
• Weight: 2.65 lbs.
• Dimensions: 2.0" x 6.4" x 9.3"

Customer Reviews

a good buy!!

Some time ago, I was browsing through the bookstores in Singapore searching for some good books on the Bond Markets ( I already own Fabozzi). I chanced upon this particular book and decided to take the risk. But after 662 pages of intense analysis of the Yield curve by the author, I have come to the conclusion that the return is commensurate. But beware that the author at places is too academic and goes off on a tangent.