|
Benchmark curve
|
|
2
|
1047
|
February 13, 2017
|
|
Structural model
|
|
0
|
950
|
February 11, 2017
|
|
EOC Q3 on middle node (Reading 44, Fixed income-Arbitrage free valuation)
|
|
4
|
990
|
February 11, 2017
|
|
Binomial Interest Rate Tree
|
|
4
|
2399
|
February 11, 2017
|
|
When economic is getting worse, invest in short term or long term bond
|
|
4
|
861
|
February 9, 2017
|
|
key rate duration
|
|
7
|
1092
|
February 5, 2017
|
|
Managing yield curve risk
|
|
5
|
1057
|
February 4, 2017
|
|
Upfront vs Running
|
|
0
|
1179
|
January 29, 2017
|
|
Value of call option
|
|
8
|
956
|
January 24, 2017
|
|
Reading 43, Pracitice problem 2
|
|
10
|
1404
|
January 18, 2017
|
|
Solving for unknown twice in equation. Example 8 in Reading 35.
|
|
4
|
951
|
January 17, 2017
|
|
Volatility term structure
|
|
5
|
1570
|
January 15, 2017
|
|
Standard deviation in lognormal distribution
|
|
6
|
1429
|
January 15, 2017
|
|
How to calculate present value of the expected loss?
|
|
1
|
1038
|
January 15, 2017
|
|
Effective duration of a zero
|
|
7
|
2238
|
January 6, 2017
|
|
Two questions on fixed income securities
|
|
5
|
1077
|
January 4, 2017
|
|
fixed income query
|
|
1
|
1169
|
January 3, 2017
|
|
Price of a CDS?
|
|
1
|
1790
|
December 24, 2016
|
|
Swap Rate Curve
|
|
2
|
1341
|
December 14, 2016
|
|
question about binomial interest rate tree
|
|
10
|
1830
|
December 1, 2016
|
|
EOC Qs 35 & 36 on term structure and relative valuation of Bond Z
|
|
3
|
975
|
November 22, 2016
|
|
Using Spot Rates and Forward Rates to value a Bond
|
|
5
|
1178
|
November 20, 2016
|
|
Calculating Bond Price Between Coupon Payments
|
|
5
|
2191
|
November 15, 2016
|
|
real investment cases
|
|
2
|
956
|
November 14, 2016
|
|
Two definitions of swap spread
|
|
2
|
1183
|
October 16, 2016
|
|
swap rate on zero coupon swap
|
|
4
|
1750
|
September 21, 2016
|
|
when to use riding yield curve strategy
|
|
34
|
1839
|
September 16, 2016
|
|
Term Structure Theories - Who defends/opposes which
|
|
3
|
990
|
August 24, 2016
|
|
Overvalued Bond
|
|
5
|
1032
|
August 24, 2016
|
|
Yield curves, swap curves
|
|
3
|
1002
|
June 3, 2016
|