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Does anyone memorise all the Credit Analysis Models formulas?
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2
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1092
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February 14, 2017
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Benchmark curve
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2
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1083
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February 13, 2017
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Structural model
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0
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975
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February 11, 2017
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EOC Q3 on middle node (Reading 44, Fixed income-Arbitrage free valuation)
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4
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1032
|
February 11, 2017
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Binomial Interest Rate Tree
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4
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2520
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February 11, 2017
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|
When economic is getting worse, invest in short term or long term bond
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4
|
893
|
February 9, 2017
|
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key rate duration
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7
|
1128
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February 5, 2017
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Managing yield curve risk
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5
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1083
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February 4, 2017
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Upfront vs Running
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0
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1235
|
January 29, 2017
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Value of call option
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8
|
987
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January 24, 2017
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Reading 43, Pracitice problem 2
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10
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1522
|
January 18, 2017
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Solving for unknown twice in equation. Example 8 in Reading 35.
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4
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995
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January 17, 2017
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Volatility term structure
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5
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1643
|
January 15, 2017
|
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Standard deviation in lognormal distribution
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6
|
1531
|
January 15, 2017
|
|
How to calculate present value of the expected loss?
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1
|
1063
|
January 15, 2017
|
|
Effective duration of a zero
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7
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2496
|
January 6, 2017
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Two questions on fixed income securities
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5
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1213
|
January 4, 2017
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fixed income query
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1
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1282
|
January 3, 2017
|
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Price of a CDS?
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1
|
1872
|
December 24, 2016
|
|
Swap Rate Curve
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|
2
|
1370
|
December 14, 2016
|
|
question about binomial interest rate tree
|
|
10
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1957
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December 1, 2016
|
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EOC Qs 35 & 36 on term structure and relative valuation of Bond Z
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3
|
1013
|
November 22, 2016
|
|
Using Spot Rates and Forward Rates to value a Bond
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|
5
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1215
|
November 20, 2016
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Calculating Bond Price Between Coupon Payments
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|
5
|
2374
|
November 15, 2016
|
|
real investment cases
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2
|
980
|
November 14, 2016
|
|
Two definitions of swap spread
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|
2
|
1221
|
October 16, 2016
|
|
swap rate on zero coupon swap
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|
4
|
1857
|
September 21, 2016
|
|
when to use riding yield curve strategy
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|
34
|
1972
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September 16, 2016
|
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Term Structure Theories - Who defends/opposes which
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3
|
1026
|
August 24, 2016
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Overvalued Bond
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5
|
1098
|
August 24, 2016
|