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Library / Author / Ilmanen A.

Books by author

Ilmanen A.

Overview of forward rate analysis: Understanding the yield curve : part 1

Overview of forward rate analysis: Understanding the yield curve : part 1

1995 · ENGLISH · PDF

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A Framework for Analyzing Yield Curve Trades. Understanding the Yield Curve: Part 6

A Framework for Analyzing Yield Curve Trades. Understanding the Yield Curve: Part 6

1995 · ENGLISH · PDF

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Convexity Bias and the Yield Curve. Understanding the Yield Curve: Part 5

Convexity Bias and the Yield Curve. Understanding the Yield Curve: Part 5

1995 · ENGLISH · PDF

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Forecasting U.S. Bond Returns. Understanding the Yield Curve: Part 4

Forecasting U.S. Bond Returns. Understanding the Yield Curve: Part 4

1995 · ENGLISH · PDF

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Does Duration Extension Enhance Long-Term Expected Returns? Understanding the Yield Curve: Part 3

Does Duration Extension Enhance Long-Term Expected Returns? Understanding the Yield Curve: Part 3

1995 · ENGLISH · PDF

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Market's Rate Expectations and Forward Rates. Understanding the Yield Curve: Part 2

Market's Rate Expectations and Forward Rates. Understanding the Yield Curve: Part 2

1995 · ENGLISH · PDF

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