Yutian Nie

Quantitative Risk Management, Inc.

181 W. Madison St

Chicago, IL 60602

United States

SCHOLARLY PAPERS

2

DOWNLOADS

498

SSRN CITATIONS

5

CROSSREF CITATIONS

7

Scholarly Papers (2)

1.

Long Forward Probabilities, Recovery and the Term Structure of Bond Risk Premiums

Number of pages: 19 Posted: 26 Jan 2016
Likuan Qin, Vadim Linetsky and Yutian Nie
Northwestern University - Department of Industrial Engineering and Management Sciences, Northwestern University - Department of Industrial Engineering and Management Sciences and Quantitative Risk Management, Inc.
Downloads 276 (139,500)
Citation 14

Abstract:

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2.

The Curious Case of Backward Short Rates

Number of pages: 15 Posted: 20 Jan 2021 Last Revised: 16 Mar 2021
Andrei Lyashenko and Yutian Nie
Quantitative Risk Management, Inc. and Quantitative Risk Management, Inc.
Downloads 222 (172,868)

Abstract:

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IBOR Replacement, RFR, Short Rate Models, Backward-Looking Rates