|
cheapest to deliver
|
|
2
|
1114
|
February 22, 2017
|
|
OAS
|
|
3
|
995
|
February 22, 2017
|
|
Pathwise Valuation
|
|
5
|
2269
|
February 21, 2017
|
|
Does anyone memorise all the Credit Analysis Models formulas?
|
|
2
|
1129
|
February 14, 2017
|
|
Benchmark curve
|
|
2
|
1132
|
February 13, 2017
|
|
Structural model
|
|
0
|
1019
|
February 11, 2017
|
|
EOC Q3 on middle node (Reading 44, Fixed income-Arbitrage free valuation)
|
|
4
|
1096
|
February 11, 2017
|
|
Binomial Interest Rate Tree
|
|
4
|
2702
|
February 11, 2017
|
|
When economic is getting worse, invest in short term or long term bond
|
|
4
|
937
|
February 9, 2017
|
|
key rate duration
|
|
7
|
1192
|
February 5, 2017
|
|
Managing yield curve risk
|
|
5
|
1119
|
February 4, 2017
|
|
Upfront vs Running
|
|
0
|
1291
|
January 29, 2017
|
|
Value of call option
|
|
8
|
1051
|
January 24, 2017
|
|
Reading 43, Pracitice problem 2
|
|
10
|
1633
|
January 18, 2017
|
|
Solving for unknown twice in equation. Example 8 in Reading 35.
|
|
4
|
1061
|
January 17, 2017
|
|
Volatility term structure
|
|
5
|
1716
|
January 15, 2017
|
|
Standard deviation in lognormal distribution
|
|
6
|
2044
|
January 15, 2017
|
|
How to calculate present value of the expected loss?
|
|
1
|
1107
|
January 15, 2017
|
|
Effective duration of a zero
|
|
7
|
2851
|
January 6, 2017
|
|
Two questions on fixed income securities
|
|
5
|
1364
|
January 4, 2017
|
|
fixed income query
|
|
1
|
1370
|
January 3, 2017
|
|
Price of a CDS?
|
|
1
|
1969
|
December 24, 2016
|
|
Swap Rate Curve
|
|
2
|
1413
|
December 14, 2016
|
|
question about binomial interest rate tree
|
|
10
|
2090
|
December 1, 2016
|
|
EOC Qs 35 & 36 on term structure and relative valuation of Bond Z
|
|
3
|
1054
|
November 22, 2016
|
|
Using Spot Rates and Forward Rates to value a Bond
|
|
5
|
1273
|
November 20, 2016
|
|
Calculating Bond Price Between Coupon Payments
|
|
5
|
2803
|
November 15, 2016
|
|
real investment cases
|
|
2
|
1020
|
November 14, 2016
|
|
Two definitions of swap spread
|
|
2
|
1278
|
October 16, 2016
|
|
swap rate on zero coupon swap
|
|
4
|
1965
|
September 21, 2016
|