Understanding the Yield Curve - pdf

I have managed to pick up an old Salomon Bros report by a guy who used to manage money at Brevan Howard. It is quite good, and while I have parts 1-7, I keep reading that there may be parts 8-12. I have been looking for these, can't seem to find them, and am starting to wonder if they really exist. Does anyone know whether these really exist? Since none of you have any incentive to help me, I have linked to parts 1-7 in hopes that some of you will want to or at least know what I am talking about as these papers are rarely talked about here.

http://www.wilmott.com/messageview.cfm?catid=3&th…

http://www.scribd.com/doc/19607020/Salomon-Brothe…

Comments (16)

Oct 30, 2012 - 6:21pm
teenagepirate, what's your opinion? Comment below:

I can't help with the papers unfortunately, though I know they're very good. But if you're interested in more work by Antti Ilmanen, check out his book Expected Returns. Very good read(/reference), really helped shape my thinking on quantitative finance.

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  • Anonymous Monkey
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Nov 1, 2012 - 6:04pm
Anonymous Monkey, what's your opinion? Comment below:

Im going to believe that 8-12 don't exist at this point or at least they are not worth the effort to find.

Nov 4, 2012 - 7:13pm
Cromwel, what's your opinion? Comment below:

I checked quickly the doc you posted and did not find anything special about it, it's the kind of stuff you'll find in any book about fixed income securities.

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  • Anonymous Monkey
  • Rank: Chimp
Nov 6, 2012 - 6:03pm
Anonymous Monkey, what's your opinion? Comment below:
Cromwel:
I checked quickly the doc you posted and did not find anything special about it, it's the kind of stuff you'll find in any book about fixed income securities.

Great thanks everyone gives a shit.

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Nov 5, 2012 - 1:16am
nothingnothingnothing, what's your opinion? Comment below:
couchy:
that would be awesome! I'm doing stat arb for my thesis lol..

Oh well then you might need a whole bunch of fun stuff. I zipped up about 37 papers including the Burgess stat arb and cointegration thesis that you might have read.

add https:// www and yousendit dot com before this /download/WUJaTXRhbEo1aWJSc01UQw (can't post links yet lol)

May 17, 2013 - 1:42pm
meavi2008, what's your opinion? Comment below:
zacharydavid:
couchy:

that would be awesome! I'm doing stat arb for my thesis lol..

Oh well then you might need a whole bunch of fun stuff. I zipped up about 37 papers including the Burgess stat arb and cointegration thesis that you might have read.

add https:// www and yousendit dot com before this /download/WUJaTXRhbEo1aWJSc01UQw (can't post links yet lol)

Hi zacharydavid, the link in your previous post has expired. Would it be possible for you to post the docs again? Thanks a lot for taking the time.

Best Response
May 19, 2013 - 5:05pm
nothingnothingnothing, what's your opinion? Comment below:
meavi2008:
zacharydavid:

couchy:
that would be awesome! I'm doing stat arb for my thesis lol..

Oh well then you might need a whole bunch of fun stuff. I zipped up about 37 papers including the Burgess stat arb and cointegration thesis that you might have read.
add https:// www and yousendit dot com before this /download/WUJaTXRhbEo1aWJSc01UQw (can't post links yet lol)

Hi zacharydavid, the link in your previous post has expired.
Would it be possible for you to post the docs again?
Thanks a lot for taking the time.

https://www.yousendit.com/download/WFJVclVDOC9tMEkxZXNUQw

enjoy

Jul 13, 2013 - 4:18pm
zeroblued, what's your opinion? Comment below:
zacharydavid:
meavi2008:
zacharydavid:

couchy:
that would be awesome! I'm doing stat arb for my thesis lol..

Oh well then you might need a whole bunch of fun stuff. I zipped up about 37 papers including the Burgess stat arb and cointegration thesis that you might have read.
add https:// www and yousendit dot com before this /download/WUJaTXRhbEo1aWJSc01UQw (can't post links yet lol)

Hi zacharydavid, the link in your previous post has expired.
Would it be possible for you to post the docs again?
Thanks a lot for taking the time.

https://www.yousendit.com/download/WFJVclVDOC9tMEk...

enjoy

You're the man, SB!

Jul 28, 2014 - 12:39am
PeterMullersKeyboard, what's your opinion? Comment below:

For some reason can't give SBs, sites throwing an error but @"zacharydavid" thanks so much. Appreciate the link.

"When you stop striving for perfection, you might as well be dead."
Jul 30, 2014 - 9:17pm
bearflatten, what's your opinion? Comment below:

you guys have no idea how good that series is (1-7, i also don't think 8-12 exists which was confirmed by an ex-solly guy who sat next to me). i know PMs who've been doing this for 20+ years who still talk about the impact that series had on them. i've probably read it cover to cover 3 times over the years, and i know a lot of guys still refer to it. even if you want to go trade exo, you need to read this and understand it... it's the first thing i've given any junior guy or intern who's ever worked for me.

Mar 14, 2022 - 5:00pm
ttrigger1010, what's your opinion? Comment below:

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