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In the example of Mapping a two-bond portfolio, the spreadsheet used (1-(1+YTM)^-Maturity)*1/YTM, I might've seen this formula in p1 but cannot remember, is this an alternative of calculating mod duration?

Hi This is a bit of fundamental but this part has always got me confused. Please correct me if I am not thinking in the right direction: Consider a coffee producer who plans to sell 100 pounds of coffee on a future date under two different scenarios: To a key customer, the coffee producer...

In the section of forecasting volatility, a few questions were asking updated correlations by first update volatility of A,B and cov of A,B, then get the updated and cov and correlation. Under GARCH(1,1), is there a reason why some questions are using different w for correlations and volatility...

Hi, I am reviewing the EWMA model section and found returns were calculated on straight (Pt+1/Pt)-1, shouldn't the returns be calculated on log basis? Also what's the assumption for the test per se?

Hi, I am looking at Elton, Modern Portfolio Theory, Chapter 13 / Study Notes: Elton, Chapter 13 but only able to find CAPM not APT also not in later chapters as I see questions related to APT or APT/CAPM comparisons in the question set under this chapter. Could someone point me to the right...