Tags » Term Structure

Crude Contango Slips- What it means for storage

May 11, 2015

Watching the term structure of crude oil can give amazing clues as to the supply and demand fundamentals for the commodity. These spreads can also influence the profitability for various storage and shipping concerns. 63 more words

Blog

Crude Oil Have we seen the highs?

May 11, 2015

Crude oil has recovered and the price traded over $62.50 last week. In my latest article for Seeking Alpha I examine the action in crude oil and explain why I think last week’s highs are a top and prices will move lower. 31 more words

Blog

VIX Historical Term Structure

Trading volatility is particularly interesting these days: it is back and easy to buy using ETFs such as VXX or TVIX.
But these instruments are not following the VIX index directly. 98 more words

Finance

[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. 1,725 more words

Teaching: FM

[FM] Bonds - II: Yield to maturity and bootstrapping

Till we began our discussion on bond markets, we had been working with the following pricing equation with a constant rate of interest, :

But clearly, in the real world we just don’t have one interest rate, but as a  802 more words

Teaching: FM

Government spending news and the term structure of interest rates

Editor’s note: This post is part of a series showcasing Barcelona GSE master projects by students in the Class of 2014. The project is a required component of every master program. 192 more words

Master Projects