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http://hdl.handle.net/11718/7405Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Sinha, Sidharth | - |
| dc.date.accessioned | 2010-08-13T06:10:39Z | - |
| dc.date.available | 2010-08-13T06:10:39Z | - |
| dc.date.copyright | 1996 | - |
| dc.date.issued | 2010-08-13T06:10:39Z | - |
| dc.identifier.uri | http://hdl.handle.net/11718/7405 | - |
| dc.description.abstract | This note discusses the concepts of zero coupon bonds, yield to maturity, spot rates, forward rates and term structure. The implications of various theories of term structure for interest rate movements and the strategy of "riding the yield curve" are highlighted. The note concludes with a brief overview of methods of estimating the term structure. | en |
| dc.language.iso | en | en |
| dc.subject | Finance and Accounting | en |
| dc.subject | Interest Rates | en |
| dc.title | Term Structure of Interest Rates | en |
| dc.type | Cases and Notes | en |
| Appears in Collections: | Cases and Notes | |
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