Country A: “The government yield curve has changed little in terms of its level and shape during the last few years, and I expect this trend to continue. We assume that future spot rates reflect the current forward curve for all ...
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here why they are using the tree of time step 2, they have to value 2 yr call option on int rates ,so they should use the tree till time step 1 in the binomial, please explain once.
here why they are using the tree of time step 2, they have to value 2 yr call option on int rates ,so they should use the tree till time step 1 in the binomial, please explain once.
Implied Volatility Curve Strike Price Implied Volatility 700 18.71 710 17.98 720 17.38 730 16.69 740 15.83 750 15.40 760 14.50 770 14.03 780 13.21 790 12.11 800 11.09 Question Which of the following would Messer most likely conclude from the implied volatility data in Exhibit 2 if he excludes the effects of moneyness and time to ...
After discussing Kemper’s new investment ideas, Doyle and Kemper evaluate one of their existing forward contract positions. Three months ago, BestFutures took a long position in eight 10-year Japanese government bond (JGB) forward contracts, with each contract having a contract notional value of ...
Iesha Azarov is a senior analyst at Ganymede Moon Partners (Ganymede), where he works with junior analyst PÃ ola Bector. Azarov would like to incorporate machine learning (ML) models into the company’s analytical process. Azarov ...
increasing accounts receivables, decreasing receivables turnover ratio and increasing days sales receivables is said to be a warning sign of low quality financial statements. but it is also mentioned that decreasing accounts receivable is a warning sign as it indicates that ...
Is buy sell swap and sell buy swap removed from syllabus?