|
Market Value of a Bond (CDS topic)
|
|
6
|
666
|
April 5, 2024
|
|
Binomial tree from volatility assumption
|
|
1
|
600
|
March 18, 2024
|
|
EFFECTIVE DUR CALC PROB : Valuation and Analysis of Bonds with Embedded Options
|
|
2
|
2890
|
March 6, 2024
|
|
New conversion price with an anti-dilutive agreement and 10% stock dividend
|
|
2
|
1331
|
February 27, 2024
|
|
OAS and Z spread
|
|
18
|
7512
|
February 16, 2024
|
|
Relationship between Option Adjusted Spread and Interest rate
|
|
5
|
926
|
February 2, 2024
|
|
Duration Matching for Lowest Cost Bond Portfolio
|
|
8
|
1262
|
December 12, 2023
|
|
Effective Duration of a Floating-Rate Bond
|
|
2
|
3291
|
November 12, 2023
|
|
Protection/Premium leg
|
|
1
|
984
|
November 12, 2023
|
|
Fixed Income Practice – Question 8 Credit Analysis Models
|
|
8
|
4792
|
November 11, 2023
|
|
CDS - Cheapest to deliver
|
|
9
|
7450
|
November 11, 2023
|
|
Term Structure breakeven logic
|
|
5
|
3016
|
October 30, 2023
|
|
Generating Interest Rates for Binomial Tree
|
|
2
|
1024
|
October 13, 2023
|
|
Interest rate volatility & falling rates
|
|
11
|
1840
|
October 5, 2023
|
|
Quick Question - PLEASE HELP - FLATTENING CREDIT CURVE
|
|
1
|
1177
|
September 24, 2023
|
|
Min & Max wording for a binomial tree with embedded call and put options
|
|
12
|
1461
|
September 21, 2023
|
|
A very basic doubt - What is the value of a callable bond when the bond is ITM
|
|
4
|
1677
|
August 15, 2023
|
|
Calculating Exposure
|
|
3
|
1178
|
August 10, 2023
|
|
Loss severity formula clarification
|
|
1
|
996
|
August 8, 2023
|
|
Volatility of Interest Rates
|
|
2
|
1144
|
August 6, 2023
|
|
What does VND stand for?
|
|
1
|
1045
|
August 5, 2023
|
|
Effective duration explanation made simple
|
|
2
|
887
|
August 4, 2023
|
|
Convertible bond and callable bond doubt
|
|
4
|
1499
|
August 4, 2023
|
|
Effect of volatility on OAS (LOS 44 h)
|
|
10
|
2898
|
August 3, 2023
|
|
Sports' statistic analogy for the Conversion Price division formula
|
|
0
|
837
|
August 3, 2023
|
|
Interest rate volatility & falling rates part deux
|
|
1
|
842
|
August 3, 2023
|
|
PV of a straight floater
|
|
3
|
839
|
August 2, 2023
|
|
Maturity-matched rate = par rate?
|
|
4
|
932
|
July 29, 2023
|
|
Embedded call option vs its callable bond
|
|
2
|
848
|
July 29, 2023
|
|
Upward-sloping yield curve and a Downward-sloping yield curve
|
|
3
|
1010
|
July 28, 2023
|