|
Reading 35: Term Structure and Interest Rate Dynamics
|
|
8
|
2268
|
July 27, 2023
|
|
1-year Forward rate in the binomial tree
|
|
11
|
995
|
July 26, 2023
|
|
Invoice price of a bond
|
|
4
|
1026
|
July 24, 2023
|
|
nPr and or nCr possibilities ; BA II Plus Pro question
|
|
9
|
917
|
July 24, 2023
|
|
The interest rates in a binomial tree are what precisely?
|
|
2
|
803
|
July 21, 2023
|
|
"Issue price" of the bond?
|
|
0
|
682
|
July 21, 2023
|
|
Isn't 2nd>LN solving for the antilogarithm?
|
|
0
|
697
|
July 21, 2023
|
|
BAII Plus Pro steps to calculate the different r's in an interest rate tree
|
|
3
|
831
|
July 21, 2023
|
|
Bootstrapping to calculate the swap rate
|
|
6
|
940
|
July 13, 2023
|
|
Bootstrapping with the BAII Plus Professional?
|
|
8
|
1369
|
July 12, 2023
|
|
Solving the Forward rate before calculating the Forward price?
|
|
1
|
725
|
July 11, 2023
|
|
Applying a Forward price to solve for the Forward rate
|
|
8
|
925
|
July 8, 2023
|
|
Spot-forward relationship model from Level 1?
|
|
7
|
741
|
July 7, 2023
|
|
Why the Forward curve is higher than the Spot curve
|
|
4
|
1016
|
July 6, 2023
|
|
OAS again
|
|
26
|
2006
|
July 4, 2023
|
|
Equilibrium vs Arbitrage-free term structure model
|
|
1
|
3090
|
June 4, 2023
|
|
Credit analysis model - binomial tree confusion (eoc 8)
|
|
5
|
2199
|
May 23, 2023
|
|
Term Structure
|
|
5
|
933
|
May 23, 2023
|
|
Term Structure and Interest Rates
|
|
2
|
936
|
May 18, 2023
|
|
Value of Bond/Options
|
|
2
|
1178
|
May 16, 2023
|
|
Floating bond doubt in embedded options
|
|
3
|
997
|
April 26, 2023
|
|
OAS and effective duration binomial tree
|
|
3
|
1020
|
April 26, 2023
|
|
Fixed Income Term Structure doubt
|
|
3
|
982
|
April 20, 2023
|
|
How to calculate bond YTM using HP 12C or BAII+
|
|
2
|
1309
|
April 16, 2023
|
|
Credit Analysis Models - Calculating Annual Projected Rate of Returns
|
|
0
|
949
|
April 16, 2023
|
|
Structural and Reduced Form Models
|
|
3
|
1687
|
March 19, 2023
|
|
Spot and Forward Rates Question
|
|
7
|
2321
|
March 13, 2023
|
|
The market values of the bonds
|
|
3
|
1507
|
March 10, 2023
|
|
The capital gain/loss
|
|
6
|
2525
|
March 10, 2023
|
|
Key Rate Duration ZCB
|
|
1
|
1286
|
March 5, 2023
|