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My book on MATLAB and Strategic Asset Allocation is available at www.amazon.co.uk

Working papers can be downloaded from the "Papers" menu.

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Working Paper:

- "Insurance and Banking Interconnectedness in Europe: the Opinion of Equity Markets".

Publications:

- "Nelson-Siegel, affine and quadratic yield curve specifications: which one is better at forecasting?"

is forthcoming in the Journal of Forecasting.

- "How Arbitrage free is the Nelson-Siegel Model?" was published in Journal of Empirical Finance, 2011, Vol18(3), p. 393-407.

Ken Nyholm's website »

Welcome to my website.

From the menus you can find and download e.g. working papers, matlab code, power point presentations and a few "example" Excel sheets.

Below is a summary of my CV.

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The content of this web site is not related to or endorsed by my employer. All views expressed here (if any) are mine alone and are not necessarily shared by my employer.

All materials on this website are provided "as is" and no warranty is given for the correct functioning of e.g. computer codes. Nothing on this website should be seen as indicating investment advice of any kind. MATLAB code and teaching materials can be downloaded and used free of charge as long as re-used materials include proper quoting of the source (i.e. me). Support is not guaranteed (but please do email me if you find bugs or have questions).

Contact details:

Email:

ken.nyholm_at_googlemail.com

ken.nyholm_at_eiopa.europa.eu

(replace _at_ by @)

Phone:

+49 170 5615 338 (cell)

+49 (0)69 9511 1941 (office)

Address:

Ken Nyholm

European Insurance and

Occupational Pension Authority

Westhafenplatz 1

60327 Frankfurt am Main

Germany