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Quick Question - PLEASE HELP - FLATTENING CREDIT CURVE
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1
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982
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September 24, 2023
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Min & Max wording for a binomial tree with embedded call and put options
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12
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1361
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September 21, 2023
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A very basic doubt - What is the value of a callable bond when the bond is ITM
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4
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1219
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August 15, 2023
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Calculating Exposure
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3
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1049
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August 10, 2023
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Loss severity formula clarification
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1
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933
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August 8, 2023
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Volatility of Interest Rates
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2
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1064
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August 6, 2023
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What does VND stand for?
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1
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939
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August 5, 2023
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Effective duration explanation made simple
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2
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816
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August 4, 2023
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Convertible bond and callable bond doubt
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4
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1195
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August 4, 2023
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Effect of volatility on OAS (LOS 44 h)
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10
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2125
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August 3, 2023
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Sports' statistic analogy for the Conversion Price division formula
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0
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770
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August 3, 2023
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Interest rate volatility & falling rates part deux
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1
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768
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August 3, 2023
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PV of a straight floater
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3
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763
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August 2, 2023
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Maturity-matched rate = par rate?
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4
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838
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July 29, 2023
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Embedded call option vs its callable bond
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2
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749
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July 29, 2023
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Upward-sloping yield curve and a Downward-sloping yield curve
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3
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838
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July 28, 2023
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Reading 35: Term Structure and Interest Rate Dynamics
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8
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2145
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July 27, 2023
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1-year Forward rate in the binomial tree
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11
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862
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July 26, 2023
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Invoice price of a bond
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4
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862
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July 24, 2023
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nPr and or nCr possibilities ; BA II Plus Pro question
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9
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783
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July 24, 2023
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The interest rates in a binomial tree are what precisely?
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2
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695
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July 21, 2023
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"Issue price" of the bond?
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0
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620
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July 21, 2023
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Isn't 2nd>LN solving for the antilogarithm?
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0
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617
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July 21, 2023
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BAII Plus Pro steps to calculate the different r's in an interest rate tree
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3
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722
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July 21, 2023
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Bootstrapping to calculate the swap rate
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6
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793
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July 13, 2023
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Bootstrapping with the BAII Plus Professional?
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8
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1071
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July 12, 2023
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Solving the Forward rate before calculating the Forward price?
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1
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634
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July 11, 2023
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Applying a Forward price to solve for the Forward rate
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8
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722
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July 8, 2023
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Spot-forward relationship model from Level 1?
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7
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648
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July 7, 2023
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Why the Forward curve is higher than the Spot curve
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4
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844
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July 6, 2023
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