Ken Nyholm

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

I have recently started programming in Julia and will post code and examples as I generate them.

Textbook

I am currently writing A Practitioner’s Guide to Financial Market Analysis, covering yield curve modelling, DB pension funds, and related topics.