Debt Instruments

Lec4-Forwards

Lec6-Duration

SwpCredNote

USSP30Puzzle

Quiz1 and Solution

Quiz2 and Solution

Quiz3 and Solution

Quiz4 and Solution

 

Methodology

spline methods

nelson siegel jb 1987 splines

spline code

Chan Karolyi Longstaff Sanders "An Empirical Comparison of Alternative Models of Short-Term Interest Rates"

Israel

MoF - Debt Management Department

        Misc Presentations

        Current State in Israeli FixInc Market       

        Israel Primary Market Reform - Hebrew

        Characteristics of Government Bonds in Israel

                Shachar

                Gilon - new

Bond Auctions

Bond Rates

Bond Rates BIZPORTAL

tase ann report

Merton Model

Misc

swap spread puzzle notes

dt

dtapp