Tag Archives: Yield curve

Fixed-income arbitrage strategy

Posted on January 10, 2023 by Youssef LOURAOUI

Fixed-income arbitrage strategy In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the fixed-income arbitrage strategy which is a well-known strategy used by hedge funds. The objective of the fixed-income arbitrage strategy is to … Continue reading →

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Interest rate term structure and yield curve calibration

Posted on January 9, 2023 by Youssef LOURAOUI

Interest rate term structure and yield curve calibration In this article, Youssef LOURAOUI (Bayes Business School,, MSc. Energy, Trade & Finance, 2021-2022) presents the usage of a widely used model for building the yield curve, namely the Nelson-Seigel-Svensson model for … Continue reading →

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