|
Expected spot rates
|
|
3
|
2162
|
March 9, 2022
|
|
Can I use zero rates bootstrapped from a swap curve to price a bond?
|
|
0
|
2044
|
February 21, 2022
|
|
Option-embedded bonds Value when YC Flattens
|
|
0
|
1935
|
February 21, 2022
|
|
Convertible Bonds Returns With Stable Stock Prices
|
|
0
|
2315
|
October 17, 2021
|
|
Fixed Income - Risks in Liability-Driven Investing, derivatives strategies (Example 8)
|
|
0
|
2472
|
November 7, 2021
|
|
Soft Put? Wtf?
|
|
5
|
3518
|
January 10, 2022
|
|
Floating rate bond valuation
|
|
2
|
2525
|
January 10, 2022
|
|
Fixed income (Matrix Boobstrating), help
|
|
3
|
2057
|
January 8, 2022
|
|
Riding the yield curve strategy confusion
|
|
7
|
2674
|
January 4, 2022
|
|
Question about CDS and CDX
|
|
0
|
1820
|
December 30, 2021
|
|
Valuing a Capped Floater w/ Binomial Tree?
|
|
15
|
3346
|
December 14, 2021
|
|
Binominal tree - Value at a node
|
|
5
|
2172
|
November 29, 2021
|
|
What is exactly the price of a credit default swap?
|
|
0
|
1966
|
November 26, 2021
|
|
Mock question - Rolling down the yield curve
|
|
4
|
2541
|
November 24, 2021
|
|
PAC and Support tranche
|
|
8
|
2780
|
April 15, 2008
|
|
Fixed income question, help please
|
|
9
|
1725
|
October 27, 2021
|
|
What's the point of the par curve?
|
|
32
|
4438
|
October 15, 2021
|
|
Bootstrapping the yield curve
|
|
5
|
3113
|
September 27, 2021
|
|
An easy? dumb logic i can't figure out
|
|
2
|
1762
|
September 4, 2021
|
|
Fixed Income - Arbitrage Free valuation - EOC Question 2 - What is Yield to Maturity Par Rate
|
|
0
|
1665
|
September 3, 2021
|
|
Bond Question
|
|
24
|
2669
|
August 20, 2021
|
|
CDS protocols - question about exercise
|
|
1
|
1617
|
August 16, 2021
|
|
CDS payoff question
|
|
2
|
1625
|
August 15, 2021
|
|
maturity matched rates
|
|
3
|
3313
|
October 11, 2016
|
|
Currency swap - which currency SFR do you pay?
|
|
0
|
1377
|
August 5, 2021
|
|
Economic factor VS Volatility factor - Fixed Income
|
|
0
|
1299
|
August 4, 2021
|
|
Structured and Reduced Form models
|
|
1
|
2367
|
July 27, 2021
|
|
Soft Put vs Hard Put
|
|
4
|
5253
|
July 19, 2021
|
|
Par Curve Derivation Question
|
|
9
|
1433
|
July 16, 2021
|
|
OAS on callable bond
|
|
6
|
4147
|
February 28, 2018
|
