Resources
For best reading experience please use devices with the latest versions of macOS or Windows on a chrome browser.
- All
- Time Value of Money and Cash Products(7)
- Interest Rate Derivatives(7)
- Financing Products(7)
- Credit Default Swaps(7)
- Options and Strategies(17)
- Rate Options(8)
Time Value of Money
Understood literally this means the value of a dollar erodes because of inflation and with passage of time.
1: Time Value of Money & Power of Compounding
Understood literally this means the value of a dollar erodes because of inflation and with passage of time.
2: Bootstrapping of Yield Curves – Par, Zero, Forward
Par curve is the spot interest rate curve for coupon bearing instruments as traded in the market,...
3: Duration & Convexity
Duration quite literally is the average time taken to receive the promised cash flows on a financial instrument.
4: Duration and PVBP for a Floating Rate Bond
It’s important to cover this base too, as for floating rate bonds if we apply the ‘time taken to receive the promised cash flow'...
5: Money Market and Cash Bonds
let’s begin with the most basic building block of the fixed income cash market that would become the foundation of derivative instruments ahead.
6: Foreign Exchange & Interest Rate Parity
Spot denotes the price of currency A in terms of currency B settled typically T+2. Any contract with non-standard settlement...
