The Heath, Jarrow and Morton [1992] framework for simulation and valuation using risk-free interest rates has been called “the...
CONNECT ME
SAS Weekly Swedish Krona and Government Bond Yield Simulation, May 16, 2025: Median Scenario One Year Forward for the Swedish Krona is 10.34
Summary One-month forward Swedish Government Bond rates peaked at 2.75% this week, compared to 2.73% the previous week. The...
SAS Weekly Swedish Krona and Government Bond Yield Simulation, May 9, 2025: Median Scenario One Year Forward for the Swedish Krona is 10.24
Summary One-month forward Swedish Government Bond rates peaked at 2.73% this week. The 2-year/10-year Swedish Government Bond...
SAS Weekly Swedish Krona and Government Bond Yield Simulation, April 25, 2025: Median Scenario One Year Forward for the Swedish Krona is 10.19
Summary One-month forward Swedish Government Bond rates peaked at 2.74% this week, compared to 2.59% the previous week. The...
SAS Weekly Swedish Krona and Government Bond Yield Simulation, April 4, 2025: Median Scenario One Year Forward for the Krona is 10.46
Summary One-month forward Swedish Government Bond rates peaked at 2.93% this week, compared to 3.03% the previous week. The...
SAS Weekly Swedish Krona and Government Bond Yield Simulation, March 21, 2025: One-Month Forward Rate Peak Down 0.17%
Summary One-month forward Swedish Government Bond rates peaked at 2.89% this week, compared to 3.06% the previous week. The...
SAS Weekly Swedish Krona and Government Bond Yield Simulation, February 7, 2025: Measuring the Default Rate of Interest Rate Mismatches
Summary One-month forward Swedish Government Bond rates peaked at 2.50% this week, compared to 2.58% the previous week. The...