How the highlighted statement is wrong? The bond do moves to par, due to pull to par effect, which part of the sentence is wrong there?
SSEI QForum Latest Questions
why the currency effect is multiplicative in the calculation for E(r), what are the reason behind the additive and multiplicative, like what are factors deciding if one needs to be added or multiplied?
how it comes to a 16 bips, it should’nt be 16% instead? is 2.33 should be taken as ...
this is the 2nd question i saw in candidate resource where for instantenous, they are considering expected loss(pod*lgd) as well, but we should take only (change in soread*duration) right?
why portfolio 2 is the answer, why money duration is not considered?
why the currency effect is multiplicative in the calculation for E(r), what are the reason behind the additive and multiplicative, like what are factors deciding if one needs to be added or multiplied?
Can someone help me clear the concept of bullish and bearish steepening?