<t>The original approach i saw was from Haug, Complete Guide To Option Pricing. However, that method was applied to stock prices.However, i also see Fabbozzi using almost identical similar method on zero coupon bond returns in the CFA handbook, using ln(yield at t / yield at t-1) a geometric return ...

<t>This is undoubtably a stupid question/series of questions...I really need help with a academic project please...I want to measure 1-month annualized historical/actual volatility of a generic Treasury bond price/yield series. I have a database going back 2 years with: Generic Yield-To-Maturity and...

<t>Trainees get food etc, end of story…. Or else they are not trainees for much longer….If my boss wants a coffee it is probably cause he is kicking up his feet in amazement at my Sharpe ratio.As for budgets/targets I think anyone who know London would know that 5-15 mio Usd budget is upper middle t...

<r>I am an experienced Proprietary Trader looking for advice on relocation to the USA. I am due to be married to my long term American girlfriend in a few months so work visa will not be a problem. I have strong performance record with a medium tier European Bank over the past five years trading pre...