Posts by sasi
Total # Posts: 11
a cell phone plan has a basic charge rs35 per month . the plan includes 400 free minutes and charge 10paise for each additional minute of usage. write the monthaly cost c as a function of number x of min used .
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?
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 ...
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?
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?
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...
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
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
write a java program using arrays function for hotel bill calculation?
a magnetic crane left a mass 1500 through a vertical height of 40m.calculate the work done in operating the crane
write a story to go with this graph,using the words more less most and leas. your story have six characters.