CHAPTER TEN FACTOR MODELS. FACTOR MODELS AND RETURN- GENERATING PROCESSES n FACTOR MODELS DEFINITION: a model of a return- generating process that relates.
Yield Curves and Term Structure Theory. Yield curve The plot of yield on bonds of the same credit quality and liquidity against maturity is called a yield.
Macro and Housing Market Slides
Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall 5-1 Chapter 5 Factors Affecting Bond Yields and the Term Structure of Interest Rates.
Fabozzi_Ch05_BMAS_7thEd.ppt
