Discover how probability distribution methods can help predict stock market returns and improve investment decisions. Learn ...
As explained in Prof. Robert Jarrow’s book cited below, forward rates contain a risk premium above and beyond the market’s expectations for the 3-month forward rate. We document the size of that risk ...
Weekly Treasury Simulation, January 9, 2026: 50,000 No-Arbitrage Heath-Jarrow-Morton Yield Scenarios
As explained in Prof. Robert Jarrow’s book cited below, forward rates contain a risk premium above and beyond the market’s expectations for the 3-month forward rate. We document the size of that risk ...
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