yield curve

  1. W

    [Job] Yield Curve Analyst in Toronto, Canada

    Yield Curve Analyst in Toronto, Canada Primary Responsibilities: Construction and design of yield curves to analyze fixed income asset classes. Build analytics and tools using numerical methods applied to finance. Requirements of the Candidate include: PhD in a quantitative field. Deep...
  2. daleholborow

    Matlab code - Vasicek yield curve fitting, Various bond price models available

    Hi all Just finished my masters, and have a bit of code sitting around which I used in my thesis in case anyone wants it. Everything is in Matlab. I was working on a project trying various structural bond pricing models to price corporate bonds, and implemented the Merton 1974, Longstaff and...