Fixed income strategies for trading and for asset management
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KeywordsSvensson; Nelson / Siegel; cubic spline; yield curve; hermite interpolation; zero curve; credit curve; steepener; flattener; barbell; credit basis; bullet; asset swap spread; Z-Spread; duration; BPV; basis point value; credit risk; convexity; credit trading; carry;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- L9 - Industrial Organization - - Industry Studies: Transportation and Utilities
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