|
Riding the yield curve
|
|
4
|
1232
|
May 18, 2017
|
|
YTM Fixed income
|
|
4
|
1005
|
May 18, 2017
|
|
Bond pricing with z spread
|
|
3
|
1029
|
May 18, 2017
|
|
OAS
|
|
33
|
2275
|
May 16, 2017
|
|
Convertible Bonds: Conversion Price
|
|
9
|
2024
|
May 16, 2017
|
|
expected loss
|
|
1
|
1136
|
May 15, 2017
|
|
Are CDS Spread assimilable to I-Spread?
|
|
0
|
1102
|
May 15, 2017
|
|
Fixed income - cap and floor rates in floating rate notes.
|
|
0
|
1115
|
May 14, 2017
|
|
PVEL discounting for Semi-annual coupon bonds
|
|
3
|
1071
|
May 14, 2017
|
|
Reading 37 - Embedded Options Bond - LOS H - OAS and assumed volatility
|
|
4
|
1274
|
May 13, 2017
|
|
SS 39 - Cheapest to Deliver notion - CDS
|
|
3
|
1353
|
May 13, 2017
|
|
Addition of the coupon in the Binomial Tree Model
|
|
0
|
1064
|
May 13, 2017
|
|
OAS Volatility Question
|
|
4
|
1276
|
May 12, 2017
|
|
PV of expected loss
|
|
3
|
1138
|
May 11, 2017
|
|
Fixed Income - Forward rates notation
|
|
3
|
1240
|
May 10, 2017
|
|
market conversion price
|
|
2
|
1370
|
May 9, 2017
|
|
CIR and Vasiek models - interest rate volatility
|
|
2
|
1566
|
May 6, 2017
|
|
Calibrating Binomial Interest Trees
|
|
13
|
4375
|
May 6, 2017
|
|
Equity EPS
|
|
1
|
1196
|
May 4, 2017
|
|
Key Rate Duration - Reason for using Par Rate curve
|
|
1
|
1113
|
May 1, 2017
|
|
Key Rate Duration - Omitted Maturities
|
|
0
|
1037
|
May 1, 2017
|
|
Reading Spot and Forward Curves
|
|
0
|
1086
|
May 1, 2017
|
|
The difference between notional value and par value?
|
|
0
|
1433
|
April 21, 2017
|
|
Duration and Key Rate Duration
|
|
3
|
1140
|
April 20, 2017
|
|
Fixed Income - Zero Coupon Rates, Spots, FWDS
|
|
0
|
1227
|
April 19, 2017
|
|
Confused by Seemingly Different Calculations for 'Bond Value at a Node'
|
|
1
|
1363
|
April 17, 2017
|
|
CDS-settlement
|
|
3
|
1147
|
April 17, 2017
|
|
CDS
|
|
0
|
1025
|
April 14, 2017
|
|
Convertible bonds
|
|
1
|
1063
|
April 14, 2017
|
|
Par rate is swap rate?
|
|
7
|
5480
|
April 13, 2017
|