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Fixed Income by Gianluca Fusai
Home
Fixed Rate Coupon Bonds
Cash Flows and Yield to Maturity
Bond Cash Flows
Nelson-Siegel Model
Fitting Nelson-Siegel to Bond Prices
Term Structure Movements
Interest Rate Modelling
Vasicek Model
From the Press
What is the yield curve and why has it spooked investors?
Negative Rates? Why?
Interest Rate Benchmarks Review
Dataset on the web
ICE Swap Rates
ICE Libor Rates
Euribor Historical Quotes
Wall Street Journal Bonds
LIBOR - current LIBOR interest rates
CME Eurofutures
ECB Yield Curve via Svensson model
Eurostat (Euro yield curves - daily data )
World Government Bonds
US LIBOR & Swap Rates for
Swap Rates for different currencies
Excel Files Quoted in the Lecture Notes
Solved Exercises in Fixed Income
PCA
Hwk Carlo Alberto Fixed Income 2019-20
Coursework Fixed Income (U. Bocconi)
Fixed Income by Gianluca Fusai
Home
Fixed Rate Coupon Bonds
Cash Flows and Yield to Maturity
Bond Cash Flows
Nelson-Siegel Model
Fitting Nelson-Siegel to Bond Prices
Term Structure Movements
Interest Rate Modelling
Vasicek Model
From the Press
What is the yield curve and why has it spooked investors?
Negative Rates? Why?
Interest Rate Benchmarks Review
Dataset on the web
ICE Swap Rates
ICE Libor Rates
Euribor Historical Quotes
Wall Street Journal Bonds
LIBOR - current LIBOR interest rates
CME Eurofutures
ECB Yield Curve via Svensson model
Eurostat (Euro yield curves - daily data )
World Government Bonds
US LIBOR & Swap Rates for
Swap Rates for different currencies
Excel Files Quoted in the Lecture Notes
Solved Exercises in Fixed Income
PCA
Hwk Carlo Alberto Fixed Income 2019-20
Coursework Fixed Income (U. Bocconi)
More
Home
Fixed Rate Coupon Bonds
Cash Flows and Yield to Maturity
Bond Cash Flows
Nelson-Siegel Model
Fitting Nelson-Siegel to Bond Prices
Term Structure Movements
Interest Rate Modelling
Vasicek Model
From the Press
What is the yield curve and why has it spooked investors?
Negative Rates? Why?
Interest Rate Benchmarks Review
Dataset on the web
ICE Swap Rates
ICE Libor Rates
Euribor Historical Quotes
Wall Street Journal Bonds
LIBOR - current LIBOR interest rates
CME Eurofutures
ECB Yield Curve via Svensson model
Eurostat (Euro yield curves - daily data )
World Government Bonds
US LIBOR & Swap Rates for
Swap Rates for different currencies
Excel Files Quoted in the Lecture Notes
Solved Exercises in Fixed Income
PCA
Hwk Carlo Alberto Fixed Income 2019-20
Coursework Fixed Income (U. Bocconi)
PCA
In order to use the RA_PCA.xlsm file you need to install these files in Excel as addin.
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