Bootstrap Forward Curve – Exam Solution
4 mins read Here is an abbreviated partial solved solution to the practice exam question posed earlier. The practice exam question was used
4 mins read Here is an abbreviated partial solved solution to the practice exam question posed earlier. The practice exam question was used
5 mins read The Cox-Ingersoll-Ross, CIR, interest rate model is a one-factor, equilibrium interest rate model. One factor in that it models the
2 mins read Addendum: How to conduct a Principal Component Analysis in EXCEL There are a couple of problems that the user may
7 mins read The ICAAP (Internal Capital Adequacy Assessment) Roadmap post reviews the core topics in a crash course format for Internal Capital Adequacy Assessment.
2 mins read In this post, we will consider how the Black-Derman-Toy (BDT) short rate binomial tree will be used to price options
2 mins read In this post, we will consider how the Black-Derman-Toy (BDT) short rate binomial tree will be used to price bonds.