A collection of historically important and hard to find academic and industry research papers relevant to yield curve analysis, fixed-income, and the capital markets.

Instructions

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  • papers are organized by source
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Notes

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fixed income 3 convexity 2 duration 2 Asset Allocation 1 CPI 1 credit risk 1 Federal Funds Rate 1 Federal Reserve 1 FOMC 1 Forecasting 1 foreign exchange 1 forward rates 1
More topics (23)
forwards 1 FX 1 Glide Path 1 hedging 1 Human Capital 1 Inflation 1 Kalshi 1 Lifecycle 1 Macro Expectations 1 Merton 1 options 1 Portfolio Construction 1 Prediction Markets 1 Quantitative Finance 1 relative value 1 repo 1 repurchase agreements 1 Risk Aversion 1 Survey of Market Expectations 1 swaps 1 trading 1 volatility 1 yield curve 1
Year Clear
20266
Latest Classic Popular
February 10, 2026 Classic Salomon Brothers
Salomon Brothers: Understanding Duration and Volatility

Explains duration and convexity in a non-mathematical framework. Illustrates the correct use of duration for hedging, swapping, and arbitrage, and demonstrates alternative weighting tools.

duration convexity volatility hedging fixed income
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Topics Clear
fixed income 3 convexity 2 duration 2 Asset Allocation 1 CPI 1 credit risk 1 Federal Funds Rate 1 Federal Reserve 1 FOMC 1 Forecasting 1 foreign exchange 1 forward rates 1
More topics (23)
forwards 1 FX 1 Glide Path 1 hedging 1 Human Capital 1 Inflation 1 Kalshi 1 Lifecycle 1 Macro Expectations 1 Merton 1 options 1 Portfolio Construction 1 Prediction Markets 1 Quantitative Finance 1 relative value 1 repo 1 repurchase agreements 1 Risk Aversion 1 Survey of Market Expectations 1 swaps 1 trading 1 volatility 1 yield curve 1
Year Clear
20266