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Effective duration of bonds with embedded options
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5
|
3414
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February 8, 2020
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CVA- Definition
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3
|
2605
|
February 4, 2020
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Derivatives and FI
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1
|
1436
|
January 27, 2020
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Multiplying interest rate x e^(x) on Binomial Interest Rate trees
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2
|
1659
|
January 27, 2020
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Spot vs. Forward Curve
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0
|
1480
|
January 19, 2020
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|
Spot rate
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3
|
1376
|
January 10, 2020
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|
WTF is MMT spread?
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0
|
1490
|
January 8, 2020
|
|
Fixed Income- Pathwise valuation
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|
8
|
3706
|
January 5, 2020
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|
I-Spread: CFAI Definition vs. Real World Application
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5
|
7827
|
January 3, 2020
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|
Fixed income, please help) :)
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0
|
1754
|
December 31, 2019
|
|
one-sided duration of bonds w options
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7
|
7743
|
December 4, 2019
|
|
Need help ** Calculate the arbitrage free forward rate
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|
0
|
1350
|
November 16, 2019
|
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difference between YTM and return on bonds
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3
|
1359
|
November 16, 2019
|
|
Valuation of bonds with embedded options
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|
1
|
1059
|
October 16, 2019
|
|
Swap Fixed Rate
|
|
8
|
1078
|
October 2, 2019
|
|
Binomial Model
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1
|
1228
|
September 16, 2019
|
|
Binomial Model
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|
1
|
1314
|
August 28, 2019
|
|
Binomial Model
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|
0
|
1011
|
August 22, 2019
|
|
A very different spot rate and forward rate question
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|
11
|
1165
|
July 9, 2019
|
|
Maturity matching buy and hold strategy
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|
2
|
1307
|
July 4, 2019
|
|
Why is Macauley Duration a better measure of duration, especially in the context of ZCBs?
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|
2
|
997
|
June 27, 2019
|
|
Effective Durations!! Please help
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|
5
|
2123
|
June 13, 2019
|
|
Backward induction
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|
2
|
1048
|
June 13, 2019
|
|
CDS spread
|
|
3
|
1147
|
June 12, 2019
|
|
Long Callable Bond
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|
4
|
1824
|
June 11, 2019
|
|
Market conversion price
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|
1
|
1045
|
June 8, 2019
|
|
Bonds with embedded call options issued at a premium?
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|
1
|
1010
|
June 8, 2019
|
|
Fixed Income - Int. Rate Tree
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|
1
|
948
|
June 7, 2019
|
|
fixed income
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|
1
|
948
|
June 6, 2019
|
|
Winters AM - Binomial IR tree question
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3
|
1117
|
June 4, 2019
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