|
YTM Fixed income
|
|
4
|
961
|
May 18, 2017
|
|
Bond pricing with z spread
|
|
3
|
998
|
May 18, 2017
|
|
OAS
|
|
33
|
2007
|
May 16, 2017
|
|
Convertible Bonds: Conversion Price
|
|
9
|
1937
|
May 16, 2017
|
|
expected loss
|
|
1
|
1089
|
May 15, 2017
|
|
Are CDS Spread assimilable to I-Spread?
|
|
0
|
1060
|
May 15, 2017
|
|
Fixed income - cap and floor rates in floating rate notes.
|
|
0
|
1070
|
May 14, 2017
|
|
PVEL discounting for Semi-annual coupon bonds
|
|
3
|
1037
|
May 14, 2017
|
|
Reading 37 - Embedded Options Bond - LOS H - OAS and assumed volatility
|
|
4
|
1208
|
May 13, 2017
|
|
SS 39 - Cheapest to Deliver notion - CDS
|
|
3
|
1285
|
May 13, 2017
|
|
Addition of the coupon in the Binomial Tree Model
|
|
0
|
1027
|
May 13, 2017
|
|
OAS Volatility Question
|
|
4
|
1215
|
May 12, 2017
|
|
PV of expected loss
|
|
3
|
1102
|
May 11, 2017
|
|
Fixed Income - Forward rates notation
|
|
3
|
1192
|
May 10, 2017
|
|
market conversion price
|
|
2
|
1334
|
May 9, 2017
|
|
CIR and Vasiek models - interest rate volatility
|
|
2
|
1494
|
May 6, 2017
|
|
Calibrating Binomial Interest Trees
|
|
13
|
4102
|
May 6, 2017
|
|
Equity EPS
|
|
1
|
1170
|
May 4, 2017
|
|
Key Rate Duration - Reason for using Par Rate curve
|
|
1
|
1079
|
May 1, 2017
|
|
Key Rate Duration - Omitted Maturities
|
|
0
|
1004
|
May 1, 2017
|
|
Reading Spot and Forward Curves
|
|
0
|
1048
|
May 1, 2017
|
|
The difference between notional value and par value?
|
|
0
|
1392
|
April 21, 2017
|
|
Duration and Key Rate Duration
|
|
3
|
1107
|
April 20, 2017
|
|
Fixed Income - Zero Coupon Rates, Spots, FWDS
|
|
0
|
1191
|
April 19, 2017
|
|
Confused by Seemingly Different Calculations for 'Bond Value at a Node'
|
|
1
|
1304
|
April 17, 2017
|
|
CDS-settlement
|
|
3
|
1110
|
April 17, 2017
|
|
CDS
|
|
0
|
995
|
April 14, 2017
|
|
Convertible bonds
|
|
1
|
1033
|
April 14, 2017
|
|
Par rate is swap rate?
|
|
7
|
5090
|
April 13, 2017
|
|
Must I memorize the formulas of structural model and reduced form model
|
|
3
|
1140
|
April 13, 2017
|