Thanks for all the answers so far. So, thinking about it some more, the Treasury has an email link for questions on the CMT par rates and I sent them these two questions: I have two questions regarding the interpretation of the {“1 Mo”, “2 Mo”, “3 Mo” and “4 Mo”} maturity headings.   Q1. Since these...

Thanks, David -- that's very helpful.   BTW, as a follow-up for you or anybody with access to a Bloomberg terminal (or similar).  If the vendor provides a set of spot rates (semi-annual compounding) computed from the  Daily Treasury Par Yield Curve Rates  at any Date, I would much appreciate a scree...

2023 World Happiness Report [ edit ] The 2023 World Happiness Report was a triannual analysis of 2020-2022, heavily influenced by COVID19 and other significant challenges. [24] For the 6th consecutive year, Finland was ranked on top, followed by Denmark, Iceland, Israel and the Netherlands. In the ...

As a fixed income novice, I am trying to wrap my head around the conversion of US Treasury par yield rates to spot rates (zero-coupon rates) using exact US market conventions.  Take the par yield curve here:  Resource Center | U.S. Department of the Treasury If you want to associate a maturity date ...

Thank you <3 William Gibson used it in Neuromancer, and his English has always felt so snobbish to me! Hmm. He is probably my favorite author, and more for his turn of phrase than the storylines. His language is certainly rich, but I don’t know that I quite get snobbish. I think he may have peaked ...

This may be a mistake, as in it should probably be a new thread. But, anyway, the bleeding head Ron DeSantis, the very Trumpian governor of Florida, who is now trying to out-Trump Trump, is pushing a law that would ban Florida universities from teaching any courses with a curriculum based on theore...

1. Why are the most successful (publicly offered) funds (in terms of long-term performance) low cost, cap-weighted index funds and *not* long-short funds? 2. Let's say "the bottom quartile will basically all go to zero". I suspect that will be due to failed clinical trials. If you could pr...

Reports I've seen all say there were balloons involved, maybe metallic balloons. Fire enough bullets and the thing will start to descend, and eventually be low enough to grab it. Tom Cruise could do it. 

Instead of shooting down these "objects" ...
Mid-air retrieval

RIP -- one Chinese balloon

No, but if the manager is SEC-regulated this guide may be of interest. 
(This guide is apparently the product of a law firm probably looking to earn whistleblower fees, so keep that in mind).

What is your evidence besides the disparate performance of various funds? 

One of my current favs ...

https://www.youtube.com/watch?v=8PSOgmm ... =SoulOnTop

Skip ahead to 1:40. Unless you're a fan of Don Cornelius.

Nice one!
A classic in the same genre ...
         
   

You might try Gatheral's simple lognormal model

In the lognormal model, given volatility and variance swap prices, the entire distribution is specified and we may price any claim on quadratic variation!

Nice poster. Found a nice shot of a nearby (Utrecht) library: