Search results

  1. M

    Bonds (Duration & Convexity)

    Hi Dave, Do you have a table (similar to the one you did for stock options showing the impact of the five variables on stock options on call and put option premiums) for bonds? Specifically, how would a bond's duration and convexity be impacted by change in: 1) interest rate, 2) maturity, 3)...
  2. M

    GEV and GPD - slide #26 and #27 in 2.c deck

    Hi Dave, Can you provide some clarity on slides #26 and #27 in the deck "Quantitative Analysis 2.c - Rachev, Menn & Fabozzi." My question is this: I don't see lables for the x and y axes. What should they represent?
Top