"Models of the Yield Curve and Term Structure"

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Book	Author(s)	Year	Publisher
Bond valuation, yield measures and the term structure	Sunil K. Parameswaran	2007	Tata McGraw-Hill
Yield Curve Modeling	Y. Stander	2005	Palgrave Macmillan UK
Estimating and interpreting the yield curve /	Anderson, Nicola.	[1996], ©1996.	Wiley,
Term-Structure Models: A Graduate Course	Damir Filipovic	2009	Springer Berlin Heidelberg
Term-Structure Models Using Binomial Trees	Gerald W. Buetow Jr; James Sochacki	November 15, 2001	The Research Foundation of AIMR (CFA Institute)
Yield curve analysis: the fundamentals of risk and return	Livingston G. Douglas	1988	New York Institute of Finance
Analysing and Interpreting the Yield Curve, 2nd Edition	Moorad Choudhry	2019	John Wiley & Sons
Moving Up the Yield Curve - Advances and Obstacles	Matthias Stelly	2020	John Wiley & Sons
Developments in Macro-Finance Yield Curve Modelling	Jagjit S. Chadha; Alain C. J. Durré; Michael A. S. Joyce; Lucio Sarno	2014-02	Cambridge University Press
Growth Curve Models and Statistical Diagnostics	Jian-Xin Pan; Kai-Tai Fang	2002	Springer New York
Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach	Francis X. Diebold; Glenn D. Rudebusch	2013	Princeton University Press
Mathematical Models of Crop Growth and Yield	Allen R. Overman; Richard V. Scholtz III	2002	Routledge
Bond Pricing and Yield Curve Modeling: A Structural Approach	Riccardo Rebonato	2018-06	Cambridge University Press
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models	G. Gregoriou; R. Pascalau	2011	Palgrave Macmillan UK
The Yield Curve and Financial Risk Premia: Implications for Monetary Policy	Felix Geiger (auth.)	2011	Springer-Verlag Berlin Heidelberg
The Yield Curve and Financial Risk Premia: Implications for Monetary Policy	Felix Geiger	2011	Springer Berlin Heidelberg
The term structure of interest rates	Nelson, Charles R.	1972	Basic Books
Models Of Short-Term Memory	Susan E. Gathercole	1996	Routledge
Models of short-term memory /	Gathercole, Susan E.	[1996], ©1996.	Psychology Press,
Growth Curve Models With Statistical Diagnostics	Jian-Xin Pan; Kai-Tai Fang	August 21, 2002	Springer
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Chapter	Author(s)	Book	Book Authors	Year	Publisher
Models of the Yield Curve and Term Structure	Tom P. Davis; Dmitri Mossessian	Debt Markets and Investments	H. Kent Baker; Greg Filbeck; Andrew C. Spieler	2019	Oxford University Press
The Yield Curve and the Term Structure		Fundamentals of Financial Instruments: An Introduction to Stocks, Bonds, Foreign Exchange, and Derivatives	Sunil Parameswaran	2011	John Wiley & Sons
The Term Structure or Yield Curve		Mathematics of the Financial Markets - Financial Instruments and Derivatives Modeling, Valuationand Risk Issues	Alain Ruttiens	2013	John Wiley & Sons
155 Yield Curve versus The Term Structure		Futures And Options: Concepts And Applications	Sunil K. Parameswaran	2009	Mc Graw Hill India
Nonaffine Models of Yield Term Structure	Gennady Medvedev	Information Technologies and Mathematical Modelling. Queueing Theory and Applications: 17th International Conference, ITMM 2018, Named After A. F. Terpugov, and 12th Workshop on Retrial Queues and Related Topics, WRQ 2018, Tomsk, Russia, September 10-15, 2018, Selected Papers	Alexander Dudin; Anatoly Nazarov; Alexander Moiseev	1st ed. 2018	Springer International Publishing
Polynomial Models of Yield Term Structure	Gennady A. Medvedev	Yield Curves and Forward Curves for Diffusion Models of Short Rates	Gennady A. Medvedev	1st ed. 2019	Springer International Publishing
The yield curve (term structure of interest rates)		Bond Market: An Introduction	A. P. Faure	2013	Bookboon.com
Yield Curve Models	Yolanda S. Stander	Yield Curve Modeling	Y. Stander	2005	Palgrave Macmillan UK
Yield Curve Models		How to Implement Market Models Using VBA	François Goossens	2015	John Wiley & Sons
PART FIVE THE YIELD CURVE AND THE TERM STRUCTURE		The handbook of fixed income securities.	Frank J. Fabozzi (editor); Steven V. Mann (editor)	2021	McGraw-Hill Education
The Yield Curve and the Term Structure of Interest Rates		CourseSmart eBook Financial Institutions and Markets	Peter S. Rose; Milton H. Marguis	2010	McGraw-Hill Higher Education
The Yield Curve and the Term Structure of Interest Rates		Money and Capital Markets	Peter Rose, Milton Marquis	2008	McGraw-Hill Education
The Term Structure of the Interest Rates and the Yield Curve		The Mathematics of Financial Modeling and Investment Management	Sergio M. Focardi, Frank J. Fabozzi CFA	2004	Wiley
9 THE YIELD CURVE AND THE TERM STRUCTURE OF INTEREST RATES		Bond Pricing and Portfolio Analysis	Olivier de La Grandville	2000	The MIT Press
Yield Curve Factor Models		2022 CFA Program Curriculum Level II Box Set (vol. 1-6)	CFA Institute	2021	Wiley
102 Yield curve models		Mastering Attribution in Finance: A practitioner's guide to risk-based analysis of investment returns (Financial Times Series)	Andrew Colin	2015	FT Publishing International
The Maturity Structure of Yield Curve Volatilities and Managing Yield Curve Risks		2022 CFA Program Curriculum Level II Box Set (vol. 1-6)	CFA Institute	2021	Wiley
IIB Yield-Curve Kinks: Bete Noire of Yield Curve Models		Quantitative Finance and Risk Management: A Physicist's Approach	Jan W. Dash	2004	World Scientific Publishing Company
Appendix I: The term structure of interest rates and the yield curve		Corporate Finance: Decisions & Strategies	Pike, Richard; Neale, Bill; Linsley, Philip	2015	Pearson Education
65 Maturity: The Term Structure of Interest Rates and the Yield Curve		The Financial System, Financial Regulation and Central Bank Policy	Thomas F. Cargill	2017	Cambridge University Press
Chapter	Author(s)	Book	Book Authors	Year	Publisher

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