Search results

Hi David, Can you help me reconcile your example in the Hull pdf on Eurodollars against the below Investopedia example which states that short position gains when the quote decreases. The example from Investopedia makes intuitive sense to me, that the short gains by selling the contract at...

Hi Nicole, I tried that option but it just started s playing the video. I have iphone 8. Anyone had any success downloading with iphone? Thanks

Hi, Is it possible to download videos to iphone ? Trying to avoid mobile data overage charges.

Great & wow you are fast to respond :) This makes sense and very interesting. Your answer raised another question for me, what king of instrument would generate to a negative duration? I am sure there are a number of instruments but I am curious what characteristics would make it such. Many thanks

Hi David, I know it's been stale for a while but can you answer the question Sharman.Jamie raised? Thanks

I see what you are saying. Thank you very much!

Thanks David. It makes sense now. So yesterdays Variance (n-1) is really the conditional GARCH (1,1) variance and the LR variance is a simple variance if you will (or as you described 'unconditional'. In your example, I suppose you could have updated the LR average to be slightly over 1.0% for...

Hi There. My first post :) I think my question is similar and you may have already answered it above, but just to confirm: So in the GARCH (1,1) equation, the σ^2 (n-1) will always equal u^2(n-1)? (i.e. the formula referencing to a ONE DAY variance for the prior day, and that will always be...