Ken Nyholm’s website

Welcome to my website!

Here you can find papers, MATLAB and Julia code related to my work on yield curve modelling, fixed income markets, and asset allocation.

Textbook - work in progress

I am currently writing a web-based textbook called: A Practitioner’s Guide to Financial Market Analysis, with the aim to include the topics covered by intermediate finance textbooks garnished with practical examples. Take a look at the current draft chapter and feel free to give me feedback!

Disclaimer

I work at the European Central Bank. Views expressed on this site are my own and do not necessarily represent the ECB. Please read the disclaimer.