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...
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...
Dunno if the XL file got attached....
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...
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...
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...
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?...
Hi guys, I'm a technologist so appologies for the simplistic question. I'm examining Bond Duration in John Hull. I understand the concept...
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