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Paper / 2026SMQ / 105155017069564
Historical Reflections on Interest Rates and the Emergence of the Yield Curve
Olivier Guéant
interest ratesResource overview

Historical Reflections on Interest Rates and the Emergence of the Yield Curve

Paper2026

by Olivier Guéant

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interest rates

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Suggested foundations for rates and fixed income. Specialist prerequisites vary by paper.

Before you read

  1. The Bank Account, Short Rate, and the Fundamental Pricing Equation

    Understand discounting in a stochastic-rate model.

  2. DV01, Dollar Duration, and One-Factor Price Sensitivity

    Translate yield movements into first-order price risk.

Go further

  1. Bootstrapping the Spot Curve from Market Instruments

    Build a consistent discount curve.

  2. The Vasicek Model: Mean Reversion, Affine Bond Prices, and the Gaussian Distribution

    Study a tractable mean-reverting rate model.

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