The Heath, Jarrow and Morton [1992] framework for simulation and valuation using risk-free interest rates has been called “the...
CONNECT ME
HJM++© Correlated Government Yield and Foreign Exchange Rate Simulations for Asia-Pacific, Europe and North America, June 27, 2025
The Heath, Jarrow and Morton [1992] framework for simulation and valuation using risk-free interest rates has been called “the...
HJM++© Correlated Government Yield and Foreign Exchange Rate Simulations for Asia-Pacific, Europe and North America, June 20, 2025
The Heath, Jarrow and Morton [1992] framework for simulation and valuation using risk-free interest rates has been called “the...
HJM++© Correlated Government Yield and Foreign Exchange Rate Simulations for Asia-Pacific, Europe and North America, May 30, 2025
The Heath, Jarrow and Morton [1992] framework for simulation and valuation using risk-free interest rates has been called “the...
SAS Weekly New Zealand Dollar and Treasury Bond Yield Simulation, May 16, 2025: Median FX Rate Scenario at 0.6042 One Year Forward
Summary One-month forward New Zealand Treasury Bond rates peaked at 6.39% this week, compared to 6.27% the previous week. The...
SAS Weekly New Zealand Dollar and Treasury Bond Yield Simulation, May 9, 2025: Median FX Rate Scenario at 0.6081 One Year Forward
Summary One-month forward New Zealand Treasury Bond rates peaked at 6.27% this week. The 2-year/10-year New Zealand Treasury...
SAS Weekly New Zealand Dollar and Treasury Bond Yield Simulation, April 25, 2025: Median FX Rate Scenario at 0.6124 One Year Forward
Summary One-month forward New Zealand Treasury Bond rates peaked at 6.32% this week, compared to 6.41% the previous week. The...
SAS Weekly New Zealand Dollar and Treasury Bond Yield Simulation, April 11, 2025: One-month Forward Rate Peak Jumps to 7.03%
Summary One-month forward New Zealand Treasury Bond rates peaked at 7.03% this week, compared to 5.80% the previous week. The...
SAS Weekly New Zealand Dollar and Treasury Bond Yield Simulation, April 4, 2025: Peak in Long-term 1-Month Forward Rates Down 0.47%
Summary One-month forward New Zealand Treasury Bond rates peaked at 5.80% this week, compared to 6.27% the previous week. The...
SAS Weekly New Zealand Dollar and Treasury Bond Yield Simulation, March 28, 2025: Implications of a Steepening Yield Curve
Summary One-month forward New Zealand Treasury Bond rates peaked at 6.27% this week, compared to 5.87% the previous week. The...