✦ LIBER ✦

Term structure estimation from on-the-run Treasuries

✍ Scribed by James V. Jordan; Sattar A. Mansi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Who makes on-the-run Treasuries special?

✍ Jeremy J. Graveline; Matthew R. McBrady 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 467 KB

Term structure estimation and pricing of

✍ Thomas S. Y. Ho; Sang-Bin Lee; Kyu-Hyun Son 📂 Article 📅 1992 🏛 Springer US 🌐 English ⚖ 936 KB

Automation versus Intermediation: Eviden

✍ MICHAEL J. BARCLAY; TERRENCE HENDERSHOTT; KENNETH KOTZ 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 209 KB

A Model of the Convenience Yields in On-

✍ Joseph A. Cherian; Eric Jacquier; Robert A. Jarrow 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 279 KB

LONG-RUN RISKS IN THE TERM STRUCTURE OF

✍ Taeyoung Doh 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 640 KB

Note on the Treasury Estimates for 1900

✍ Worthington C. Ford 📂 Article 📅 1898 🏛 American Statistical Association 🌐 English ⚖ 292 KB