Topic outline
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Next lecture/tutorial: Monday 14 October 2024, 4pm to 6pm room 116.
Prepare Exercise 5., 6. and 7. questions a. et b.
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Bonds
http://www.worldgovernmentbonds.com
https://www.dmo.gov.uk/data/pdfdatareport?reportCode=D1A (Gilts currently in issue click show report)https://www.deutsche-finanzagentur.de/en/federal-securities/factsheet/isin/DE0001102473/ (example of bond issued at negative yield)
https://cbonds.com/bonds/13437/ and https://cbonds.fr/bonds/746547/ (examples of bond with very long maturity)
Daily Treasury Yield Curves
S&P - World Credit Ratings http://www.worldgovernmentbonds.com/world-credit-ratings/
Oil futures forward curves https://erce.energy/analytics/2-wti-curve/Economics explained: https://www.theice.com/publicdocs/Oil_Futures_Forward_Curves.pdf -