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.

I am currently writing a web-based textbook called: A Practitioner’s Guide to Financial Market Analysis, covering yield curve modelling, DB pension funds, and related topics. Take a look and give me feedback!

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.