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

Working papers:

(Downloaad from the "Papers" menu)

- How Arbitrage free is the Nelson-Siegel Model?

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

Ken Nyholm's website »

Welcome to my website. I have collected some materials that I hope you will find interesting and useful. 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_gmail.com

email_at_kennyholm.com

ken.nyholm_at_ecb.int

(exchange _at_ by @)

Phone:

+49 69 1344 7926 (office)

+49 151 5668 9185 (cell)

Address:

Ken Nyholm

European Central Bank

Risk Management

Kaiser str 29

60311 Frankfurt am Main

Germany