Yield Curve
Loan+Pricing
1 BUILDING AND PRICING A LOAN/FINANCIAL PRODUCT (Risk-Adjusted Return on Capital (RAROC)) (8/31/09) I. Cost of Funds - Use Marginal Cost to set rates and Average…
Phase Transition in Ln Ir Model Pirjol_D_FE_Seminar_10!17!2011
fsu-logo Motivation Black, Derman, Toy model Model with log-normal rates in the terminal measure Phase Transition Phase Transition in a Log-normal Interest Rate…
Booth Cleary 2nd Edition Chapter 6 - Bond Valuation and Interest Rates
Chapter 6 – Bond Valuation and Interest Rates INTRODUCTION TO CORPORATE FINANCE Second Edition Laurence Booth ã W. Sean Cleary Prepared by Ken Hartviksen…
Short Sterling is Under Pressure Ig
22nd March 2012 UPDATE Short Sterling is under pressure Technical Fundamental in association with Disclaimer Authorised and regulated by the FSA Short Sterling is…
Equiy Swaps
Here is an article from the Bank of Montreal that does a great job describing how to value your existing swaps. This is very helpful when you want to unwind a…
Exercise+ +Fixed+Income
Prof. Dr. Manuel Ammann University of St. Gallen 7,150 Financial Markets 1. Bond Yields There are two coupon bonds with a nominal value of 100 CHF and a maturity…
Are implied forward rates good measure of future spot rates?
Report analyzes the relationship between implied forward interest rates and future spot interest rates. We try to find that if the implied forward interest rate is…
First Examination 1
Lawrence Gitman - Principles of Managerial Finance (9th) Finance 301 (Chapters 1 through 6) First Examination Sample (Excluding the Final Examination, my exams…
HDFCLife Financial Highlights Q4 2010-11
HDFC Standard Life Insurance Company Limited Twelve months ended March 2011 2010-11 This is the sole and exclusive property of HDFC Life Premium Income ã ã A…
The Yield Curve as a Leading Indicator
Volume 12, Number 5 July/August 2006 F E D E R A L R E S E RV E B A N K O F N E W Y O R K w w w. n e w y o r k f e d . o r g / r e s e a r c h / c u r r e n t _ i…
The (Un)-Effectiveness of Stimulus
Fed study finds that Federal Reserve policy during the crisis actually had the opposite intended effect.…