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.
wow i was missing part 7... had 1-6
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.
Im going to believe that 8-12 don't exist at this point or at least they are not worth the effort to find.
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.
I have a whole score of papers on yield curve stat arb if you'd like me to post them up
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)
want some more detail about this post.......
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
You're the man, SB!
For some reason can't give SBs, sites throwing an error but @"zacharydavid" thanks so much. Appreciate the link.
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.
delete
I see these links are expired. Could anyone here supply me with the PDF files?
Request to kindly revive the thread and report the stat arb papers
Hi - could you or someone please repost the updated links or a link to a shared folder? Thank you!
Can someone post part 7 of the series?
Anywhere know where I can access the material? Otherwise, would someone be able to DM? Much appreciated
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