Today’s forecast for U.S. Treasury yields is based on the July 22, 2010 constant maturity Treasury yields reported by the Board...
CONNECT ME
Kamakura Blog: Fixed Income Performance Attribution
One of the most interesting set of cultural differences I have come across in finance is the difference between investment...
July 16, 2010 Friday Forecast: 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads
Today’s forecast for U.S. Treasury yields is based on the July 15, 2010 constant maturity Treasury yields reported by the Board...
Kamakura Blog: The Links between CDS Spreads and Default Probabilities
日本語 The derivatives industry has gone through some dramatic changes in its views of the links between credit default swap...
July 9, 2010 Friday Forecast: 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads
Today’s forecast for U.S. Treasury yields is based on the July 8, 2010 constant maturity Treasury yields reported by the Board...
July 2, 2010 Friday Forecast: 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads
Today’s forecast for U.S. Treasury yields is based on the July 1, 2010 constant maturity Treasury yields reported by the Board...
June 25, 2010 Friday Forecast: 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads
Today’s forecast for U.S. Treasury yields is based on the June 24, 2010 constant maturity Treasury yields reported by the Board...
June 18, 2010 Friday Forecast: 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads
Today’s forecast for U.S. Treasury yields is based on the June 17, 2010 constant maturity Treasury yields reported by the Board...
Kamakura Blog: A Sovereign Perspective on Managing Risk
In a recent television interview, a well-known economist and an equally well-known hedge fund manager debated two things:...
Friday Forecast: 10 Year Monthly Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads
Today’s forecast for U.S. Treasury yields is based on the June 10, 2010 constant maturity Treasury yields reported by the Board...
Kamakura Blog: Default Probabilities and Libor (Updated June 8, 2010)
For the last few weeks, Kamakura’s weekly “implied forecast” for the U.S. Treasury yield curve and the U.S. dollar libor-swap...
Friday Forecast: 10 Year Monthly Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads
Today’s forecast for U.S. Treasury yields is based on the June 3, 2010 constant maturity Treasury yields reported by the Board...