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Bond Yield Curve Convexity Trading

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Bond Yield curve is an important indicator of the borrowing costs and lending returns, is also one of the most observed indicator by traders in fixed income trading desk among investment banks. The shape of the yield curve can be normal, flat or inverted. In most cases, bond yield curve is...

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Decomposing long bond returns : a decentralized theory

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Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?

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Hedging in a HJM model

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The term structure of interest rates

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The impact of a Central Bank's Bond Market intervention on foreign exchange rates

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A simple, transparent, and accurate mortgage valuation yield curve

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The zero-lower bound on interest rates : myth or reality?

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