The study of interest rate models and term structure analysis is central to understanding financial markets, underpinning the valuation of fixed income securities, derivatives, and risk management ...

A humped yield curve is a relatively rare type of yield curve that results when the interest rates on medium-term fixed income securities are higher than the rates of both long and short-term ...

In this post, I will begin by looking at movements in treasury rates, across maturities, during 2024, and the resultant shifts in yield curves. I will follow up by examining changes in corporate bond ...