Saturday
May 23, 2015

Posts by sasi


Total # Posts: 10

finance
The bonds we discussed in class have positive convexity. What does a bond need to have in order for convexity to be negative? Do you know of such instruments?
April 4, 2015

finance
You are a risk manager that needs to hedge the IR risk on a portfolio of bonds. Your hedging instruments are futures and swaps. Discuss how you would go about mitigating sensitivity to changes in the interest rates. You may consider either bucketing the risk or using a ...
April 4, 2015

finance
I give you a flat yield curve from 0 to 4 years: 2%. You have a five year swap contract that pays annually and want to use it to extend the curve to 5 years. How low can the swap par rate go before forward between 4 and 5 years goes negative?
April 4, 2015

finance
Two bonds A and B have the same yield to maturity. A prices at 90 while B prices at 110. Which one has the higher coupon?
April 4, 2015

finance
You have a discount bond with a time to maturity of one year. The market price of this instrument is 97%. You want the model price to match it while you build you yield curve with ED futures; the contracts price as follows: 1st = 99, 2nd = 98, 4th =97. What is the price of the...
April 4, 2015

math
the smallest possible number which is divisible by 3 and 5 or 7 represented by 2 digits either 0 or 1 then the maximum number of digits required to represented it is
July 2, 2014

maths
by a reduction of 1kg in the price of sugar, mohan can buy one kg sugar more for Rs56 find the original price of sugar
October 19, 2013

java programming
write a java program using arrays function for hotel bill calculation?
August 18, 2013

physics
a magnetic crane left a mass 1500 through a vertical height of 40m.calculate the work done in operating the crane
November 1, 2011

3rd grade
write a story to go with this graph,using the words more less most and leas. your story have six characters.
November 10, 2009

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