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India in a ZIRP World
(2010-07-24)
Term Structure of Interest Rates
(2010-08-13)
This note discusses the concepts of zero coupon bonds, yield to maturity, spot rates, forward rates and term structure. The implications of various theories of term structure for interest rate movements and the strategy ...
Central Banks on a Tightrope
(2010-07-22)
The Softest of Landings
(2010-07-23)
When the RBI Plays Big Brother
(2010-07-19)
Is Finmin Foiling Mint Street?
(2010-07-23)
Swap Curve Steepener
(Indian Institute of Management Ahmedabad, 2017-12-27)
The case is about a decision problem facing James on whether or not to invest in a structured product called the “CMS Steepener” issued by a large US investment bank. The payoff from the product is linked to two constant ...