Dear all,Just wonder if there are any pdf format of papers available on the internet of McCulloch (1975), Shea (1985) and Vasicek & Fong (1982) on term structure estimation.Thanks.

<t>What can we derive from term structure estimated using parametric models such as NS or Svensson? Can we possibly identify the rich/cheap bonds based on those estimation? Can we tell that the implied forward rate is the market expectation for interest rates movement? For what period of time? Could...

<r>Hi Mr Melchiori,I've seen your message in contingencyanalysis.com which says that you have spreadsheets for bootstrapping and interpolating yield curve using linear and spline. I've tried to contact you at this email address: <EMAIL email="mrmelchi@ssdfe.com.ar">mrmelchi@ssdfe.com.ar</EMAIL>, how...

<t>Thanks Matt to point out my carelessness. That were mistakes on that two dates. It might be a Y2K related issues, even though it shouldn't since I use Win2k as well as Office 2000 that both should be Y2K compliance already. Anyway, after I corrected those dates I still got those error messages wh...

<t>I was using the method as appeared in this link Fixed-Income Toolboxto do bootstrapping current Canadian government bonds. However, MatLab has found errors which I don't really understand.Below is what I did in MatLab's command window:» Bonds = [datenum('09/01/2003') 0.0525 100;datenum('10/01/200...

<t>Anybody knows how to set counterparty limits for money market placement (eg. time deposit), foreign exchange transaction, bonds and interest rate derivatives (IRS, FRAs, Option & futures)? Should it be done by combining all risks involved in any transaction (eg. market, credit & liquidity...

Trader,Could you send me those papers, please.My email is: stigor@bi.go.idRegards,Tigor

mrbadguy,It seems that the file (Adams.zip) contains error. It can't be extracted. The message was that the file seems to be invalid file. Could you resend it again?

Hi Kane, Could you send them to me too?My email is stigor@bi.go.idThanks a lot.