Recent Content by Paul_G

  1. Working out conversion factors for Treasury Bond Futures.

    Hi, I'm just working through Hull to understand how these things are priced etc. I'm not going to trade these instruments, although I'm a...
    Post by: Paul_G, Feb 17, 2009 in forum: Trading

  2. Working out conversion factors for Treasury Bond Futures.

    Hi, Thanks for your reply but I got an answer from www.bionicturtle.com - it's a quality site! Basically, Hull is examining the cash flows...
    Post by: Paul_G, Feb 16, 2009 in forum: Trading

  3. Working out conversion factors for Treasury Bond Futures.

    Dunno if the XL file got attached....
    Post by: Paul_G, Feb 16, 2009 in forum: Trading

  4. Working out conversion factors for Treasury Bond Futures.

    Hi all, There's something that I just can't make sense of and would appreciate some help. When calulating the conversion factor for a...
    Thread by: Paul_G, Feb 16, 2009, 6 replies, in forum: Trading

  5. Cross Gamma

    Hi guys, If I have a cross gamma report can you explain what it is and how its used. I'm assuming its some kind of gamma correlation with a...
    Thread by: Paul_G, Feb 6, 2009, 0 replies, in forum: Strategy Building

  6. Simple Futures/Forward Arbitrage

    Hi guys, I'm reading Hull and there's something I can't really nail down w.r.t. artbitrage. F0 - Forward price now So - Spot of the...
    Thread by: Paul_G, Feb 5, 2009, 0 replies, in forum: Strategy Building

  7. Duration of a bond.

    That's great, I appreciate it. I do have another question for anyone though. If I have the Par Yield for a bond, what would I use that for?...
    Post by: Paul_G, Feb 1, 2009 in forum: Strategy Building

  8. Duration of a bond.

    Hi guys, I'm a technologist so appologies for the simplistic question. I'm examining Bond Duration in John Hull. I understand the concept...
    Thread by: Paul_G, Jan 29, 2009, 2 replies, in forum: Strategy Building