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1-s2.0-S0304405X23001629-main.pdf
Intermediary balance sheets and the treasury yield curve
1.49 MB
2023-10-23

{Salomon} Understanding the Yield Curve.pdf
理解收益率曲线必备
1.31 MB
2022-8-6

02-2 Calculating the Yield Curve via Bootstrapping.xls
2
31.5 KB
2022-5-2

A Practitioners Guide to Discrete-Time Yield Curve Modelling With Empirical Illu.pdf
实践者指南离散时间收益率曲线建模与经验插图和MATLAB例子
4.16 MB
2021-7-19

QFIC-116-17.pdf
Low Yield Curves and Absolute/Normal Volatilities
2.26 MB
2020-7-21

(Wiley Finance) Moorad Choudhry - Analysing and Interpreting the Yield Curve-Wil.pdf
Analysing and Interpreting the Yield Curve
11.22 MB
2019-12-29

1.2 SS12 Fixed Income(2) R24 Yield Curve Strategies.pdf
3.23 MB
2019-8-23

Analysing and Interpreting the Yield Curve - Moorad Choudhry.epub
8.5 MB
2019-5-23

Tao Wu - What Makes the Yield Curve Move_ (2003).pdf
461.37 KB
2019-5-18

Analysing and Interpreting the Yield Curve, 2nd Edition.azw3.zip
本附件包括：
- Analysing and Interpreting the Yield Curve, 2nd Edition.azw3
5.63 MB
2019-5-15

Wiley__Analysing and Interpreting the Yield Curve，2nd Ed.pdf
12.63 MB
2019-4-29

【思维导图笔记】SS11- Fixed-income (2)-Reading 23 Yield Curve Strategies.pdf
12.42 MB
2019-1-27

Bond Pricing and Yield Curve Modeling A Structural Approach.pdf
Bond Pricing and Yield Curve Modeling: A Structural Approach
16.34 MB
2018-11-13

Understanding the Yield Curve - Salomon Brothers Fixed Income Part 1 -6.pdf
所罗门兄弟关于利率期限曲线的经典文章
7.17 MB
2018-7-13

Bond Pricing and Yield Curve Modeling - A Structural Approach.pdf
22.44 MB
2018-6-22

Bond Pricing and Yield Curve Modeling.pdf
14.97 MB
2018-6-20

CS Global Equity Strategy the yield curve cycle and cyclicals.pdf
2.59 MB
2018-6-8

Analysing and Interpreting the Yield Curve,Moorad Choudhry.pdf
中文名：债券收益率曲线手册
9.59 MB
2017-6-20

CHAPTER 9 The Yield Curve.pdf
6.06 MB
2017-4-24

Ch 11 US Yield Curve Dynamics - Ready-To-Build.xlsx
353.87 KB
2016-12-10

Ch 10 The Yield Curve - Ready-To-Build.xlsx
1.21 MB
2016-12-10

Forward Induction and Construction of Yield Curve Diffusion Models.pdf
2.9 MB
2016-11-25

A model of the euro-area yield curve with discrete policy rates.rar
文章及其所有附件
本附件包括：
- [Studies in Nonlinear Dynamics & Econometrics] A model of the euro-area yield curve with discrete policy rates.pdf
- snde-2016-0043_suppl.zip
1.95 MB
2016-11-4

Bond Market Strategies.zip
讲义
本附件包括：
- ECOM074 1 Introduction Jan 11, 2016.pptx
- ECOM074 2 Bond prices and Interest Rates Jan 18, 2016.pptx
- ECOM074 3 Bond Prices and Interest Rate Risk January 25, 2016.pptx
- ECOM074 4 Yield Curve Analysis February 1, 2016.pptx
- ECOM074 5 Bond Trading Strategies February 8, 2016.pptx
- ECOM074 6 Inflation-Indexed Bonds February 15, 2016.pptx
- ECOM074 7 Sovereign Bonds and Corporate Bonds March 7, 2016.pptx
- ECOM074 8 Mortgage-Backed Securities March 14, 2016.pptx
- ECOM074 9 Final Exam Revision Guidance March 21, 2016.pptx
39.23 MB
2016-5-5

Bill Gross Monthly Outlook.rar
打包下载，2015年全
本附件包括：
- 201501“Ides”.pdf
- 201502Games People Play.pdf
- 201503Going to the Dogs.pdf
- 201504March Madness.pdf
- 201505A Sense of an Ending.pdf
- 201506Mr. Bleu.pdf
- 201507It Never Rains in California.pdf
- 201508Say A Little Prayer.pdf
- 201509Sizing Up the Global Economy.pdf
- 201510Saved by Zero.pdf
- 201511It’s the Zero Bound Yield Curve, Stupid.pdf
- 201512TL-Bill Gross Investment Outlook.pdf
6.75 MB
2015-12-10

201511It’s the Zero Bound Yield Curve, Stupid.pdf
821.95 KB
2015-12-10

It’s the Zero Bound Yield Curve, Stupid!.pdf
785.03 KB
2015-11-5

Understanding the yield curve.pdf
paper
7.08 MB
2015-8-11

Salomon Brothers Fixed Income Reading.rar
所罗门兄弟固定收益证券教材
本附件包括：
- Salomon Brothers Fixed Income Series - Overview of Forward Rate Analysis.pdf
- Salomon Brothers Fixed Income Series - A Framework for Analyzing Yield Curve Trades.pdf
- Salomon Brothers Fixed Income Series - Convexity Bias and the Yield Curve.pdf
- Salomon Brothers Fixed Income Series - Does Duration Extension Exhance Long Term Expected Returns.pdf
- Salomon Brothers Fixed Income Series - Dynamics of the Shape of the Yield Curve.pdf
- Salomon Brothers Fixed Income Series - Forecasting U.S. Bond Returns.pdf
- Salomon Brothers Fixed Income Series - Market's Rate Expectation and Forward Rates.pdf
6.63 MB
2015-3-28

FixedIncomeModel_VBAcode.zip
本附件包括：
- 0Relative Value Models (Feb04).pdf
- 1Bond Price with Excel Functions.xls
- 2.0Term Structure of Credit Spreads _QFsub16 June 2004_.pdf
- 2.1.1ConfBenchmark (Feb04).xls
- 2.1.2Cheap Rich List (Feb04).xls
- 2.2Term Structure JP Morgan Model (Feb04).xls
- 2.3JP Morgan Yield Curve Model Description.pdf
- 2.3McCullochCubicSplineDiscountFunctionModel(P).xls
- 2.4.1Nelson-Siegel1987.pdf
- 2.4.1NelsonSiegelYieldCurveModel.xls
- 2.4.2NelsonSiegelYieldCurveModel with Svensson (Feb 2005).xls
- 3Convertible Valuation w Credit Risk Tree Model(P).xls
- 4Longstaff Schwartz (95) Risky Debt(P).xls
- 4LongstaffSchwartz-95.pdf
- Fixed Income Models_Kurt.url
- VBA工程加密解锁器.zip
3.4 MB
2015-2-15

NelsonSiegel Parsimonious modeling of yield curves.pdf
NelsonSiegel Parsimonious modeling of yield curves
1.25 MB
2014-8-1

interest rate modeling with multiple yield curves.pdf
interest rate modeling with multiple yield curves
578.5 KB
2014-8-1

Bis zero coupon yield curves.pdf
Bis zero coupon yield curves
383.86 KB
2014-8-1

Monetary policy regimes-Implications for the yield curve and bond pricing .pdf
975.79 KB
2014-7-31

Modelling the Yield Curve.pdf
Modelling the Yield Curve
1.5 MB
2014-7-12

Zero-Coupon Yield Curves- Technical Document - BIS.pdf
336.93 KB
2013-11-29

8. Yield Curve.pdf
1.73 MB
2013-11-25

Analysing And Interpreting the Yield Curve 1.pdf
9.67 MB
2013-11-17

Analysing And Interpreting the Yield Curve.pdf
9.74 MB
2013-11-17

Yield shark.rar
Yield shark
本附件包括：
- YS2013_2.7_ - MLPs Finding Value and High After-Tax Income Insight from Top Hedge Fund Income Expert.pdf
- YS2012_01 - inaugural_edition_The Cancer of Debt and Deficits –Profit Opportunities from Countries with Responsible Governments.pdf
- YS2012_02 - The Importance of Dividends in a Low-Return Environment.pdf
- YS2012_03 - Twist and Chop Central Bankers Unite to Push Global Yields Lower.pdf
- YS2012_04 - Dividends- The Key Building Block of All-Weather Investing.pdf
- YS2012_05 - The Fiscal Cliff and Taxmageddon Why Dividend Stocks Are Still Your Best Bet.pdf
- YS2012_06 - America’s Fast Track to Energy Independence.pdf
- YS2012_07 - Real Estate Finds a Bottom：Now Is the Time to Buy.pdf
- YS2012_08 - Gear Up for LNG Export Boom.pdf
- YS2013_2.1 - Fiscal Cliff Deal Puts Dividend Stocks in the Driver's Seat.pdf
- YS2013_2.2 - State of the Union？Grim！ Making Risk Management a Top Priority.pdf
- YS2013_2.3 -The Next Big Thing：3D Printing Bigger Than the Internet.pdf
- YS2013_2.4 - Technology to Make Your Life Easier, Better, Safer – the Amazing Applications of GPS Technology.pdf
- YS2013_2.5 - 2013 Strategic Investment Conference Top Income Idea – The High-Yield Feast of Dim Sum Bonds.pdf
- YS2013_2.6_ - QE Tapering, Rising Interest Rates, Steepening Yield Curve Winners.pdf
32.61 MB
2013-8-6

Yield Curve Risk in Japanese Government Bond Markets.pdf
247.66 KB
2013-7-13

w18922 Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structu.pdf
420.83 KB
2013-4-6

Analysing & Interpreting the Yield Curve.pdf
Analysing & Interpreting the Yield Curve
9.74 MB
2013-3-22

Timing the Market- How To Profit in the Stock Market Using the Yield Curve, Tech.rar
本附件包括：
- Timing the Market - How to Profit in the Stock Market Using the Yield Curve, Technical Analysis, and Cultural Indicators.pdf
2.04 MB
2012-12-13

A structural decomposition of the US yield curve.pdf
A structural decomposition of the US yield curve
434.2 KB
2012-11-25

tolmasky1.pdf
PCA Yield curve
900.49 KB
2012-11-3

Excel Modeling in Corporate Finance, 4th edition.rar
Excel Modeling in Corporate Finance, 4th edition
本附件包括：
- Excel Modeling in Corporate Finance Fourth Edition.pdf
- Ch 01 Single Cash Flow - Ready-To-Build.xlsx
- Ch 02 Annuity - Ready-To-Build.xlsx
- Ch 03 NPV Using Constant Discounting - Ready-To-Build.xlsx
- Ch 04 NPV Using General Discounting - Ready-To-Build.xlsx
- Ch 05 Loan Amortization - Ready-To-Build.xlsx
- Ch 06 Bond Pricing - Ready-To-Build.xlsx
- Ch 07 Estimating the Cost of Capital - Ready-To-Build.xlsx
- Ch 08 Stock Valuation - Ready-To-Build.xlsx
- Ch 09 Firm And Project Val - Ready-To-Build.xlsx
- Ch 10 The Yield Curve - Ready-To-Build.xlsx
- Ch 11 US Yield Curve Dynamics - Ready-To-Build.xlsx
- Ch 12 Capital Structure - Ready-To-Build.xlsx
- Ch 13 Project NPV - Ready-To-Build.xlsx
- Ch 14 Cost-Reducing Project - Ready-To-Build.xlsx
- Ch 15 Break Even Analysis - Ready-To-Build.xlsx
- Ch 16 Corporate Financial Planning - Ready-To-Build.xlsx
- Ch 17 Du Pont System of Ratio Analysis - Ready-To-Build.xlsx
- Ch 18 Life-Cycle Financial Planning - Ready-To-Build.xlsx
- Ch 19 International Parity - Ready-To-Build.xlsx
- Ch 20 Binomial Option Pricing - Ready-To-Build.xlsx
- Ch 21 Real Options - Ready-To-Build.xlsx
- Ch 22 Black-Scholes Option Pricing - Ready-To-Build.xlsx
- Ch 23 Debt and Equity Valuation - Ready-To-Build.xlsx
14.39 MB
2012-7-2

The U.S. Treasury yield curve 1961 to the present .pdf
有关固定收益证券的外文文献
313.25 KB
2012-3-27

The Yield Curve and Financial Risk Premia.rar
The Yield Curve and Financial Risk Premia
本附件包括：
- The Yield Curve and Financial Risk Premia.pdf
2.28 MB
2011-12-18

套期保值.rar
有关套期保值的最新论文（外文）
本附件包括：
- （1）Alternative models for hedging yield curve risk An empirical comparison.pdf
- Strategic behavior within families of hedge funds.pdf
- （2）Determinants of corporate hedging decision.pdf
- （3）A copula–multifractal volatility hedging model for CSI 300 index futures.pdf
- （了解）How Firms Should Hedge.pdf
- A dynamic hedging approach for refineries in multiproduct oil markets.pdf
- A utility based approach to energy hedging.pdf
- Hedge Fund Benchmarks A Risk-Based Approach.pdf
- Hedge Funds Past, Present, and Future.pdf
- Hedge Funds Risk and Return.pdf
- Hedging price volatility using fast transport.pdf
- Higher risk, lower returns What hedge fund investors really earn.pdf
- Regime switching correlation hedging.pdf
8.67 MB
2011-10-14

The Yield Curve and Financial Risk Premia.pdf
2.48 MB
2011-9-25

路透培训.rar
本附件包括：
- FI BASICS 5 (CHINA).rar
- FI 1.rar
- FI 2 (market convention and bond analysis I).rar
- FI 3 (BOND ANALYSIS II and YIELD CURVE).rar
- FI 4 ( PPPRO).rar
11.42 MB
2011-6-23

麻省理工学院《投资学》讲义（英文PDF版）.rar
本附件包括：
- Lecture 17_ The Credit Market Part 1_ Modeling Default Risk.pdf
- Lecture 18_ The Credit Market Part 2_ Credit Derivatives.pdf
- Lecture 19_ Security Analysis .pdf
- Lecture 20_ Active Portfolio Management.pdf
- Lecture 21_ Hedge Funds.pdf
- Lecture 22_ Market Efficiency.pdf
- Lecture 23_ Commodities.pdf
- Lecture 1_ Introduction.pdf
- Lecture 2_ Securities, Random Walk on Wall Street.pdf
- Lecture 3_ Portfolio Theory Part 1_ Setting up the Problem.pdf
- Lecture 4_ Portfolio Theory Part 2_ Extensions.pdf
- Lecture 5_ Portfolio Theory Part 3_ Optimal Risky Portfolio.pdf
- Lecture 6_ The CAPM and APT Part 1_ Theory.pdf
- Lecture 7_ Applications and Tests.pdf
- Lecture 8 & 9_ The Equity Market_ Cross Sectional Variation in Stock Returns.pdf
- Lecture 10_ Equity Options Part 1_ Pricing.pdf
- Lecture 11_ Equity Options Part 2_ Empirical Evidence .pdf
- Lecture 13_ The Fixed Income Market Part 1_ Introduction.pdf
- Lecture 14_ The Fixed Income Market Part 2_ Time Varying Interest Rates and Yield Curves.pdf
- Lecture 15_ Forwards, Futures & Swaps.pdf
- Lecture 16_ Risk Management.pdf
3 MB
2010-11-28

No-arbitrage macroeconomic determinants of the yield curve.pdf
1.09 MB
2010-11-10

Daily Treasury Yield Curve Rates1.xls
美国国债利率
672.5 KB
2010-10-25

Salomon Brothers Understanding Yield Curve (1-7).zip
7.03 MB
2010-10-15

SalomonBrothersFixedIncome5.pdf
Understanding the Yield Curve 2
1.27 MB
2010-10-6

SalomonBrothersFixedIncome3.pdf
Understanding the Yield Curve 1
1016.85 KB
2010-10-6

[Journal of Fixed Income, Bieri] Riding the Yield Curve - A Variety of Strategies.pdf
559.2 KB
2010-4-4

[Federal Reserve Board, Gurkaynak] The US Treasury Yield Curve - 1961 to the Present.pdf
2.41 MB
2010-4-4

[Federal Reserve Bank of Clevland, Haubrich] Swaps and the Swaps Yield Curve.pdf
58.17 KB
2010-4-4

[Bank of Canada, Bolder] Yield Curve Modelling at the Bank of Canada.pdf
489.63 KB
2010-4-4

Yield Curve Modeling.pdf
1.61 MB
2009-12-9

[Bank of Canada, Bolder] Yield Curve Modelling at the Bank of Canada.pdf
489.63 KB
2009-11-21

Primer on Yield Curve 5.pdf
131.32 KB
2009-11-21

Yield Curve Modeling.pdf
1.61 MB
2009-11-17

Yield Curve.pdf
1.61 MB
2009-8-16

U.S. Department of the Treasury Daily Treasury Real Yield Curve Rates Update.rar
本附件包括：
- U.S. Department of the Treasury Daily Treasury Real Yield Curve Rates Update.doc
59.64 KB
2009-7-2

U.S. Department of the Treasury Daily Treasury Real Yield Curve Rates Update.doc
1.91 MB
2009-7-2

317410.zip
Yield Curve Modelling (Finance and Capital Markets Series)
本附件包括：
- 1403947260.pdf
1.35 MB
2009-4-20

303608.pdf
[下载][Salomon Brothers] Understanding the Yield Curve
1.1 MB
2009-3-14

300720.pdf
[下载]Parsimonious Modeling of Yield Curves
318.19 KB
2009-3-6

254723.pdf
[求助]MEASURING YIELD CURVE RISK USING PRINCIPAL COMPONENTS, ANALYSIS, VALUE, AT RISK, AN
103.99 KB
2008-10-9

234541.pdf
MODELLING SOVEREIGN BOND YIELD CURVES OF THE US
190.38 KB
2008-8-7

227344.rar
[下载]Timing the Market: How To Profit in the Stock Market Using the Yield Curve, Technic
本附件包括：
- Timing the Market.pdf
1.69 MB
2008-7-14

222339.rar
Binomial Models in Finance
本附件包括：
- The Binomial Model for Other Contracts.pdf
- 2.pdf
- 5.Hedging.pdf
- 6.Forward and Futures Contracts.pdf
- 7.American and Exotic Option Pricing.pdf
- 8.Path-Dependent Options.pdf
- 9.The Greeks.pdf
- 10.Dividends.pdf
- 11.Implied Volatility Trees.pdf
- 12.Implied Binomial Trees.pdf
- 13.Interest Rate Models.pdf
- 14.Real Options.pdf
- a.The Binomial Distribution.pdf
- b.An Application of Linear Programming.pdf
- back-matter.pdf
- c.Volatility Estimation.pdf
- d.Existence of a Solution.pdf
- d.Yield Curves and Splines.pdf
- e.Some Generalizations.pdf
- front-matter.pdf
- introductiom.pdf
- Multiperiod Binomial Models.pdf
3.15 MB
2008-6-24

214706.pdf
Salomon Brothers - Yield Curve research Vol 7- 不是重复贴
247.26 KB
2008-5-24

183714.pdf
[下载]Timing the Market - How to Profit in the Stock Market Using the Yield Curve, Techni
15.22 MB
2007-12-23

121114.rar
[下载]understanding the yield curve
本附件包括：
- forcasting US returns-4.pdf
- market's rate expectations and forward rate-2.pdf
- overview of forwrd rate analysis-1.pdf
- cinvexity bias and yield curv-5.pdf
- dose duration extention enhance long-term expected returns-3.pdf
4.86 MB
2007-5-26

44036.rar
[下载]人大版卡思伯森的英文ppt
本附件包括：
- Chp01 Derivatives An Overview.ppt
- Chp01-figures.ppt
- Chp02 Futures Markets.ppt
- Chp02-figures.ppt
- Chp03 Stock Index Futures.ppt
- Chp03-figures.ppt
- Chp04 Currency Forwards and Futures.ppt
- Chp04-figures.ppt
- Chp05a Forward Rates and Yield Curve.ppt
- Chp05a Fxorward Rates and Yield Curve.ppt
- Chp05b Interest Rate Futures.ppt
- Chp05-figures.ppt
- Chp06 T-Bond Futures.ppt
- Chp06-figures.ppt
- Chp07 Options Markets.ppt
- Chp07-figures.ppt
- Chp08 - fixed.xls
- Chp08a Options Pricing(B-S).ppt
- Chp08b Options Pricing(BOPM).ppt
- Chp09 - fixed.xls
- Chp09 Hedging and Volatility.ppt
- Chp09-figures.ppt
- Chp10 Option Spreads and Stock Options.ppt
- Chp11 Foreign Currency Options.ppt
- Chp11-figures.ppt
- Chp12 Futures Options.ppt
- Chp12-figures.ppt
- Chp13 - fixed.xls
- Chp13 Portfolio Insurance.ppt
- Chp15 - fixed.xls
- Chp15 Interest Rate Derivatives.ppt
- Chp15-figures.ppt
- Chp16 - fixed.xls
- Chp16 Complex Derivatives.ppt
- Chp16-figures.ppt
- Chp17 - fixed.xls
- Chp17 Asset Price Dynamics.ppt
- Chp17-figures.ppt
- Chp18 - fixed.xls
- Chp18 Pricing Int Rate Derivatives.ppt
- Chp18-figures.ppt
- Chp19 Real Options.ppt
- Chp19-figures.ppt
- Chp20 Regulation of FIs.ppt
- Chp21 Regulatory Framework UK-USA.ppt
- Chp22a VaR-RiskGrades.ppt
- Chp22b VaR-Market Risk.ppt
- Chp22-figures.ppt
- Chp23 VaR-Mapping Cash Flows.ppt
- Chp23-figures.ppt
- Chp23-fixed.xls
- Chp24 - fixed.xls
- Chp24 VaR-Statistical Issues.ppt
- Chp24-figures.ppt
- Chp25 Credit Risk.ppt
- Chp25-figures.ppt
- Excel chapter 08.xls
- Excel chapter 13.xls
- Excel chapter 15.xls
- Excel chapter 16.xls
- Excel chapter 17.xls
- Excel chapter 18.xls
- Excel chapter 23.xls
- Excel chapter 24.xls
- Excel chfapter 08.xls
- index.htm
6.07 MB
2006-3-17

43375.zip
[下载] 金融计算器 Excel 版本
本附件包括：
- Bonds.xls
- FinCalc.xla
- Floating Rate Note.xls
- FX Book.xls
- FX Forward.xls
- IRS Book.xls
- Options.xls
- PortfolioAnalysis.xls
- PortfolioVaR.xls
- PPP.xls
- StyleAnalysis.xls
- Yield Curve.xls
466.83 KB
2006-3-13

43306.rar
[下载] 金融计算器 Excel 版本
本附件包括：
- FinCalc.xla
- Bonds.xls
- Floating Rate Note.xls
- FX Book.xls
- FX Forward.xls
- IRS Book.xls
- Options.xls
- PortfolioAnalysis.xls
- PortfolioVaR.xls
- PPP.xls
- StyleAnalysis.xls
- Yield Curve.xls
377.93 KB
2006-3-13