Term Structure of Interest Rates

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

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