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by anjoazul
April 4th, 2020, 7:52 pm
Forum: General Forum
Topic: How could we use 5 year Tips minus 2 Year Tips to get insight of Inflation Expection?
Replies: 0
Views: 4057

How could we use 5 year Tips minus 2 Year Tips to get insight of Inflation Expection?

I read a article where the author used the difference the between yields of 5 year Tips and 2 year Tips as a proxy of the inflation expectation. Could anyone explain me what is the logic behind this approach. Thanks.
by anjoazul
December 20th, 2018, 2:05 pm
Forum: Economics Forum
Topic: Is the unrealized capital gain from investment in stock taxable in Colombia?
Replies: 4
Views: 7125

Is the unrealized capital gain from investment in stock taxable in Colombia?

Hi everyone! I’ve just heard that the unrealized capital gain coming from the investment in stock mark market, not the dividend, will also be taxed in Colombia. Is that true? More detailed info regarding this issue will also be appreciated. 
by anjoazul
October 29th, 2018, 5:30 am
Forum: Trading Forum
Topic: What causes the spread between WTI and Bent
Replies: 3
Views: 3491

Re: What causes the spread between WTI and Bent

@ppauper Thank you so much for your explanation. 
by anjoazul
October 28th, 2018, 3:47 am
Forum: Trading Forum
Topic: What causes the spread between WTI and Bent
Replies: 3
Views: 3491

What causes the spread between WTI and Bent

Could anyone explain what leads to the spread between WTI and BRENT oil price, and what will be the upper limit of the spread to cause export of oil from US to other country. 

Thanks!
by anjoazul
October 2nd, 2018, 1:16 pm
Forum: Technical Forum
Topic: Logic between Tips and Inflation Surprise
Replies: 0
Views: 909

Logic between Tips and Inflation Surprise

Hi everyone! 
I've heard a relation which says that if the actual inflation is lower than the inflation expectations, then the price of Tips and gold goes up, and vice versa. Could anyone explain the logic behind this phenomenon?
Thanks! 
by anjoazul
June 19th, 2017, 3:10 pm
Forum: General Forum
Topic: Option Pricing Using Binomial Tree
Replies: 2
Views: 713

Re: Option Pricing Using Binomial Tree

Dear Paul, thank u very much for your quick reply and now I finally understood the issue and get more interest in studying with your masterpiece. Thanks!
by anjoazul
June 19th, 2017, 2:28 pm
Forum: General Forum
Topic: Option Pricing Using Binomial Tree
Replies: 2
Views: 713

Option Pricing Using Binomial Tree

Hi everybody! I'm reading the chapter 3 about option pricing in "FINANCE Paul Wilmott Introduces Quantitative Finance" , in 3.17 VALUING BACK DOWN THE TREE,  an example says" with S = 100, δt = 1/12, r = 0.1(risk free rate), and σ = 0.2... Using these numbers we have u = 1.0604, v = 0.9431 and p' = ...
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