PFA in answer section: Cross Currency Interest Rate Swap Podcast by Sanjay Saraf Sir
SSEI QForum Latest Questions
Can somebody confirm, if banks need to maintain reserves against CD’s (Certificate of Deposits) or not ?
Can somebody answer: Speaking of Resiliency as a characteristic used to measure market liquidity, does higher resiliency symbolize higher market liquidity or lower market liquidity?
Can somebody please explain the meaning of statement: ” If the portfolio is optimal then , marginal contribution to value added (MCVA = alpha- 2*lambda*omega*Marginal contribution to active risk) for a stock should be less than purchase cost and must be ...
How come plotting IV vs Delta incorporate option term (while plotting volatility smile), as compared to IV vs K/S ?
We are mapping a two bond portfolio. Both bonds have $100m FV and pay an annual 4% coupon. One bond has a one year maturity , the other has 5 year maturity. If we use Principal mapping what is the ...