# bootstrap

1. ### YouTube T1-6 What is bootstrap historical simulation?

The key idea of Boostrap HS is "sampling with replacement:" we randomly retrieve ACTUAL daily returns and use them to simulate forward. Here is David's XLS: http://trtl.bz/2yzTYPM
2. ### P2.T5.710. Bootstrap historical simulation and non-parametric density estimation (Dowd, Ch.4)

Learning objectives: Apply the bootstrap historical simulation approach to estimate coherent risk measures. Describe historical simulation using non-parametric density estimation. Questions: 710.1. Betty is trying to decide between basic historical simulation (HS) and bootstrap historic...
3. ### P1.T3.722. Using the swap rate to bootstrap the forward rate and basic interest rate swap valuation

Learning objectives: Explain the mechanics of a plain vanilla interest rate swap and compute its cash flows ... Calculate the value of a plain vanilla interest rate swap based on two simultaneous bond positions. Calculate the value of a plain vanilla interest rate swap from a sequence of forward...
4. ### Help [Bootstrapping]

I am so sorry to bother you but I really need help. Note: I am new to bonds, interest rates, forward rates .. etc. In many examples ( for instance in Hull's book) I see something like this: TTM Coupon Price 0.25 0 97.5 0.50 0 94.9 1.00 0...