user7056

93 reputation

bio	website
	location	Switzerland
	age
visits	member for	8 months
	seen	Dec 17 '12 at 8:57
stats	profile views	52

	93 reputation	bio	website		visits	member for	8 months
9 badges		location	Switzerland		seen	Dec 17 '12 at 8:57

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Oct 10	asked	Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
Oct 10	revised	Is inverted Japanese style curve persistent when negative rates are real / market - observed? added 600 characters in body
Oct 10	revised	Modelling with negative interest rates added 78 characters in body
Oct 10	revised	Is inverted Japanese style curve persistent when negative rates are real / market - observed? added 132 characters in body
Oct 4	comment	Government bonds with negative yield Cash is limited and the monetary mass is not sufficient. Also cash is on its dissapearance road. Here there is the governmental view of the French government, to replace cash with software money, for example economie.gouv.fr/files/rapport-moyens-paiement-2012.pdf. A sort of English-ed version: knowledge.wharton.upenn.edu/article.cfm?articleid=3017
Oct 3	comment	How to limit the nbr of cross-gamma calculations in a delta-gamma VaR calculation? Does it happen you to know an article detailing the cross-gamma effect in credit risk?
Sep 28	revised	Is inverted Japanese style curve persistent when negative rates are real / market - observed? added 12 characters in body
Sep 28	revised	Government bonds with negative yield added 139 characters in body
Sep 28	comment	Government bonds with negative yield Yes. But you are still exposed to the credit risk of the company issuing the bond.
Sep 28	revised	Is inverted Japanese style curve persistent when negative rates are real / market - observed? deleted 36 characters in body
Sep 26	answered	Government bonds with negative yield
Sep 26	answered	Encyclopedia of Statistical Tests
Sep 26	comment	Is inverted Japanese style curve persistent when negative rates are real / market - observed? This is a site with real-time governmental bonds (for Switzerland): forexpros.com/rates-bonds/…
Sep 26	comment	Is inverted Japanese style curve persistent when negative rates are real / market - observed? @John, I do not know how to add pictures to this forum, but this type of curve is what I mean (except that it is also exsting for bond yields): creditwritedowns.com/2012/06/…
Sep 21	revised	Modelling with negative interest rates edited tags
Sep 21	revised	Is inverted Japanese style curve persistent when negative rates are real / market - observed? added 197 characters in body
Sep 21	comment	Is inverted Japanese style curve persistent when negative rates are real / market - observed? Thanks @John. Could you give your opinion now ?
Sep 21	revised	Is inverted Japanese style curve persistent when negative rates are real / market - observed? deleted 159 characters in body
Sep 21	revised	Is inverted Japanese style curve persistent when negative rates are real / market - observed? deleted 159 characters in body
Sep 21	revised	Is inverted Japanese style curve persistent when negative rates are real / market - observed? added 89 characters in body