Tags » Term Structure

Crude Oil Prospects

October 19, 2015

Editor’s Pick

There are many mixed signals today in the crude oil market. In my latest article for Seeking Alpha I examine the recent action and opine about the prospects for crude for the rest of 2015. 25 more words

Blog

[FM] Term Structure of Interest Rates

In a previous post we introduced the notion of the term structure of interest rates. Here we try and understand the shape of the term structure. 1,775 more words

FM-2015-16

Volatility is back

For the return of volatility I fixed my VIX futures historical term structure dashboard: this is still available at http://virtualizedfrog.wordpress.com/historical-vix-term-structure/

Finance