Category Archives: finance

Bootstrapping Zero Curves

Posted on June 8, 2008 by nolfonzo

What is a yield curve A yield curve is a representation of what interest rates you could lock in today for investments over different periods. It’s effectively a set of yields for securities of different maturities (typically cash rates at … Continue reading →

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The “Mathematical Constant” and Continuously Compouding Interest

Posted on June 8, 2008 by nolfonzo

One of the (many) aspects of the “Mathematical Constant” is that: This property makes very useful for working on compounding interest problems. How so? Let’s start with the basic time value of money formula giving the relationship between the PV … Continue reading →

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