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by wdb
October 7th, 2006, 1:32 pm
Forum: Student Forum
Topic: bond return
Replies: 3
Views: 91294

bond return

I have the total dollar return and not the rate of return . so i have just divided this total dollar return by the beginning period return to calculate the rate of return
by wdb
October 2nd, 2006, 4:41 pm
Forum: Student Forum
Topic: Matlab question
Replies: 1
Views: 91780

Matlab question

use the unique function. x=unique(Y). However, I think you should use www.matlabcentral.com to post such questions
by wdb
October 2nd, 2006, 2:38 pm
Forum: Student Forum
Topic: bond return
Replies: 3
Views: 91294

bond return

<t>Hi,I know this could be a very simple question but I am superstitious since anything wrong with the measure could make me use many months of work. I have a database where the total dollar monthly return is reported. If I want to compute the monthly rate of return , I should just divide by the pri...
by wdb
February 21st, 2005, 6:19 pm
Forum: General Forum
Topic: Seniority of debt
Replies: 0
Views: 159036

Seniority of debt

<t>Hi all,I know that in general the categories in decreasing seniority are: Bank Loans, Senior Secured, Senior Unsecured, Senior Subordinated, Subordinated, and Junior Subordinated. In my database I have in addition to these categories junior debt and None (which indicates no seniority level). I am...
by wdb
January 19th, 2005, 9:44 pm
Forum: Book And Research Paper Forum
Topic: Technical analysis
Replies: 3
Views: 162865

Technical analysis

Hi,Is there any good book about technical analysis that you would recommend?thx
by wdb
January 12th, 2005, 9:17 pm
Forum: Student Forum
Topic: continuous rates
Replies: 3
Views: 162944

continuous rates

assuming i have continuous interest rates for example 10% and 3%. Can I simply add them (13%) or subtract them (7%) . or I need to do some kind of transformation. Sorry the question could look naive but I look at the internet without success.
by wdb
January 12th, 2005, 2:59 pm
Forum: Book And Research Paper Forum
Topic: Market efficiency
Replies: 1
Views: 163235

Market efficiency

I am teaching intrduction to investments and I am looking for a good book that would cover market efficiency and the anomalies in an easy way. The topic in the book I am using (investments Francis and ibbotson) is heavy for the students.Thx
by wdb
January 8th, 2005, 7:22 pm
Forum: Student Forum
Topic: yield on short term corporate bonds
Replies: 2
Views: 163558

yield on short term corporate bonds

Does it make sense to find out that yields on some corporate bonds maturing after one or two years is lower than the yield on treasury bills?
by wdb
December 13th, 2004, 6:36 pm
Forum: Student Forum
Topic: Bonds with short maturities
Replies: 2
Views: 166099

Bonds with short maturities

<t>HI Aaron,I am calculating the term structute by minimizing the difference between the actual prices (clean +accrued) and the theoretical prices (discounting the cash flow to time zero). I don't think that I am doing a mistake in my calculation because the program was adapted from a famous paper w...
by wdb
December 13th, 2004, 5:11 pm
Forum: Student Forum
Topic: Bonds with short maturities
Replies: 2
Views: 166099

Bonds with short maturities

I am calculating the term structure of interest rate from bond prices. The results didn't make much sense till I eleminated all bonds with maturities less than 4 years. Does anyone have any explanation for that?
by wdb
December 3rd, 2004, 4:22 pm
Forum: Student Forum
Topic: credit spread
Replies: 1
Views: 167306

credit spread

<t>I have read a definition about credit spread that credit spread should be considered as the difference between yield to maturity on a zero coupon (and not coupon paying) corporate bond (corporate spot rate) and the yield to maturity on a zero coupon government bond (government spot rate) of the s...
by wdb
December 1st, 2004, 2:45 pm
Forum: Student Forum
Topic: interest rate futures
Replies: 6
Views: 168077

interest rate futures

Hello,I was reading about hedging using interest rate futures and I am confused about one point. can the seller close out its interest rate futures and deliver the bonds at any anytime or only on the maturity date of the future contract?thx
by wdb
November 5th, 2004, 4:08 pm
Forum: Student Forum
Topic: continuous rates
Replies: 3
Views: 170258

continuous rates

is the annual continuous interest rate simply the semi annual continuous rate x 2?Thx
by wdb
October 20th, 2004, 1:24 pm
Forum: Student Forum
Topic: specialist in NYSE
Replies: 1
Views: 171139

specialist in NYSE

<t> Hi,I know that every stock traded on the NYSE is assigned to a specialist but I am wondering how this security is assigned to the specialist. what if many members are interested to be a specialist to a certain stock? who would be make the decision to assign the specialist in this case and based ...
by wdb
October 16th, 2004, 5:13 pm
Forum: Student Forum
Topic: Apv , FTE, wacc
Replies: 1
Views: 171415

Apv , FTE, wacc

<t>Hello,I am facing a dilemma. I was reading an example about capital budgeting using different approaches (APV,FTE,and WACC) in Ross , westerfield and Jaffe's book (Corporate finance).Surprisingly each method yielded a totally different answer ? is this possible. Aren't they supposed to give the s...
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