David Bolder

• A stochastic simulation framework for the government of Canada's debt strategy
• Affine term-structure models
• An empirical analysis of the Canadian term structure of zero-coupon interest rates
• Easing restrictions on the stripping and reconstitution of Government of Canada bonds
• Exponentials, polynomials, and Fourier series
• Modelling Economic Capital
• Modelling term-structure dynamics for risk management
• Towards a more complete debt strategy simulation framework
• Yield curve modelling at the Bank of Canada