|
The market values of the bonds
|
|
3
|
1690
|
March 10, 2023
|
|
The capital gain/loss
|
|
6
|
2930
|
March 10, 2023
|
|
Key Rate Duration ZCB
|
|
1
|
1532
|
March 5, 2023
|
|
Calculate spot rate from par rate
|
|
9
|
25424
|
March 3, 2023
|
|
Yield Curve Risks and Economic Factors
|
|
3
|
1090
|
February 26, 2023
|
|
Bond Valuation help
|
|
1
|
1499
|
December 14, 2022
|
|
Bond Equivalent Yield vs Cash flow Yield
|
|
1
|
5700
|
January 21, 2014
|
|
CDS settlement question
|
|
0
|
1533
|
November 12, 2022
|
|
Floating Rate Bond (Risky Corporate) Expected Exposure question
|
|
0
|
1658
|
November 1, 2022
|
|
Kind of embarrassed to ask this question
|
|
4
|
1724
|
October 31, 2022
|
|
A delivery option in a sinking fund bond
|
|
5
|
4072
|
October 16, 2022
|
|
When yield curve flattens, value of call option increases
|
|
0
|
1841
|
August 23, 2022
|
|
Effective duration for Option free bond
|
|
1
|
2024
|
August 16, 2022
|
|
Risk Neutral Probability of Default
|
|
11
|
10163
|
August 15, 2022
|
|
Why does a par bond only have one key rate duration?
|
|
16
|
5432
|
July 23, 2022
|
|
Fixed Income PM (1): Shrewsbury Case Scenario
|
|
3
|
3888
|
July 22, 2022
|
|
Company Debt Structure using the accounting Identity formula
|
|
0
|
2012
|
June 10, 2022
|
|
Constructing binomial interest rate tree given par curve
|
|
1
|
3089
|
June 10, 2022
|
|
CVA result using binomial tree
|
|
0
|
1965
|
June 5, 2022
|
|
Bond example
|
|
4
|
3523
|
May 13, 2022
|
|
Fixed income | Forward Rate interpretation
|
|
1
|
2008
|
May 1, 2022
|
|
riding the yield curve
|
|
20
|
7722
|
April 4, 2022
|
|
Equivalent Annual Annuity BAII Plus Confusion
|
|
3
|
2743
|
April 1, 2022
|
|
Expected spot rates
|
|
3
|
2436
|
March 9, 2022
|
|
Can I use zero rates bootstrapped from a swap curve to price a bond?
|
|
0
|
2295
|
February 21, 2022
|
|
Option-embedded bonds Value when YC Flattens
|
|
0
|
2074
|
February 21, 2022
|
|
Convertible Bonds Returns With Stable Stock Prices
|
|
0
|
2442
|
October 17, 2021
|
|
Fixed Income - Risks in Liability-Driven Investing, derivatives strategies (Example 8)
|
|
0
|
2688
|
November 7, 2021
|
|
Soft Put? Wtf?
|
|
5
|
4206
|
January 10, 2022
|
|
Floating rate bond valuation
|
|
2
|
2788
|
January 10, 2022
|