|
Allardyce topic test - Fixed Income
|
|
4
|
1044
|
May 20, 2017
|
|
Riding the yield curve
|
|
4
|
1249
|
May 18, 2017
|
|
YTM Fixed income
|
|
4
|
1014
|
May 18, 2017
|
|
Bond pricing with z spread
|
|
3
|
1036
|
May 18, 2017
|
|
OAS
|
|
33
|
2300
|
May 16, 2017
|
|
Convertible Bonds: Conversion Price
|
|
9
|
2045
|
May 16, 2017
|
|
expected loss
|
|
1
|
1140
|
May 15, 2017
|
|
Are CDS Spread assimilable to I-Spread?
|
|
0
|
1110
|
May 15, 2017
|
|
Fixed income - cap and floor rates in floating rate notes.
|
|
0
|
1120
|
May 14, 2017
|
|
PVEL discounting for Semi-annual coupon bonds
|
|
3
|
1076
|
May 14, 2017
|
|
Reading 37 - Embedded Options Bond - LOS H - OAS and assumed volatility
|
|
4
|
1285
|
May 13, 2017
|
|
SS 39 - Cheapest to Deliver notion - CDS
|
|
3
|
1359
|
May 13, 2017
|
|
Addition of the coupon in the Binomial Tree Model
|
|
0
|
1068
|
May 13, 2017
|
|
OAS Volatility Question
|
|
4
|
1286
|
May 12, 2017
|
|
PV of expected loss
|
|
3
|
1146
|
May 11, 2017
|
|
Fixed Income - Forward rates notation
|
|
3
|
1250
|
May 10, 2017
|
|
market conversion price
|
|
2
|
1378
|
May 9, 2017
|
|
CIR and Vasiek models - interest rate volatility
|
|
2
|
1577
|
May 6, 2017
|
|
Calibrating Binomial Interest Trees
|
|
13
|
4445
|
May 6, 2017
|
|
Equity EPS
|
|
1
|
1202
|
May 4, 2017
|
|
Key Rate Duration - Reason for using Par Rate curve
|
|
1
|
1120
|
May 1, 2017
|
|
Key Rate Duration - Omitted Maturities
|
|
0
|
1042
|
May 1, 2017
|
|
Reading Spot and Forward Curves
|
|
0
|
1093
|
May 1, 2017
|
|
The difference between notional value and par value?
|
|
0
|
1439
|
April 21, 2017
|
|
Duration and Key Rate Duration
|
|
3
|
1146
|
April 20, 2017
|
|
Fixed Income - Zero Coupon Rates, Spots, FWDS
|
|
0
|
1231
|
April 19, 2017
|
|
Confused by Seemingly Different Calculations for 'Bond Value at a Node'
|
|
1
|
1373
|
April 17, 2017
|
|
CDS-settlement
|
|
3
|
1154
|
April 17, 2017
|
|
CDS
|
|
0
|
1030
|
April 14, 2017
|
|
Convertible bonds
|
|
1
|
1067
|
April 14, 2017
|