We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …

Principal component analysis and factor analysis of term structure movements shows that
between 80 and 90% of term structure shifts can be explained by a uniform shift that is …

We introduce a versatile and robust model that may help policymakers, bond portfolio
managers and financial institutions to gain insight into the future shape of the yield curve …

We design an innovative technique coupled with Monte Carlo simulation that accurately
forecasts the yield curve. This" stock dog" technique forces the simulated yield curve inside …

В данной статье рассматривается совместное поведение доходностей к погашению по
обычным и амортизационным облигациям в условиях восходящей и нисходяще …

This thesis is positioned in the research area represented at the intersection of term struture
estimation and the modeling of macroeconomic and monetary policy. The main contribution …