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by toronto
September 3rd, 2006, 3:05 pm
Forum: General Forum
Topic: Stupid Question about IRS
Replies: 3
Views: 94409

Stupid Question about IRS

so if i record the MTM P/L on daily basis, the accumulated net result may not be same as the realized P/L? right?
by toronto
August 17th, 2006, 1:14 pm
Forum: General Forum
Topic: Asset Swap Spread vs. CDS Spread
Replies: 2
Views: 96146

Asset Swap Spread vs. CDS Spread

Why sometimes there is difference between ASW spread and CDS Spread? does anyone have paper talking about this?
by toronto
August 17th, 2006, 1:09 pm
Forum: General Forum
Topic: FRN in different currencies
Replies: 3
Views: 95229

FRN in different currencies

When one company issue FRN in one country (local currency), why its spread is different if issue FRN in another country in another currency?is it possible? how does it happen?
by toronto
August 11th, 2006, 12:51 pm
Forum: General Forum
Topic: Equity Accumulator
Replies: 20
Views: 103188

Equity Accumulator

but the no of share for each day is fixed at inception, so your Day 3 scenario doesn't work???
by toronto
August 6th, 2006, 5:20 am
Forum: Student Forum
Topic: Ratio Analysis
Replies: 3
Views: 96541

Ratio Analysis

anyone knows which ratios are suitable for analyzing the railroad companies?
by toronto
August 5th, 2006, 11:50 am
Forum: Student Forum
Topic: Ratio Analysis
Replies: 3
Views: 96541

Ratio Analysis

If a company want to acquire a competitor, can we use ratios (from industry average) to derive the value of that target company?tks
by toronto
August 5th, 2006, 10:28 am
Forum: General Forum
Topic: Railroad Industry
Replies: 0
Views: 96214

Railroad Industry

I'm currently working on project about comparable analysis of railroad industry, such as ratio analysiswhich ratios should I adopt for railroad?pls kindly advisetks vm
by toronto
August 3rd, 2006, 1:39 pm
Forum: General Forum
Topic: ABS materials
Replies: 1
Views: 96770

ABS materials

Does anyone have materials about Asset-backed securities? like ABCs of ABS
by toronto
August 1st, 2006, 2:39 pm
Forum: General Forum
Topic: M&A Course
Replies: 0
Views: 96542

M&A Course

Does anyone have lecture notes about M&A course (MBA level)? i need something about the valuation parts.thanks
by toronto
July 31st, 2006, 10:03 am
Forum: General Forum
Topic: DV01 Limit
Replies: 17
Views: 103578

DV01 Limit

Is it a good method to set DV01 Limit for the portfolio (Bond, Structured, Swap, EMTN)? If so, how to use it? Can we use DV01 limit to control our portfolio size?
by toronto
July 30th, 2006, 5:23 am
Forum: General Forum
Topic: Daily Accrual IR Product
Replies: 3
Views: 99002

Daily Accrual IR Product

can you explain a little bit more.........don't get full picture
by toronto
July 25th, 2006, 1:16 pm
Forum: General Forum
Topic: CLO
Replies: 0
Views: 97389

CLO

Does anyone have materials/handbook about CLO? I know Citi published one last yeartks vm
by toronto
July 19th, 2006, 1:58 pm
Forum: General Forum
Topic: Volatility for American and European Option
Replies: 14
Views: 99818

Volatility for American and European Option

i mean by theory, the value of American call option should be equal or greater than that of European call option? so is it possible that the value of Amer call/put option can be less than that of Euro call/put option?
by toronto
June 28th, 2006, 5:28 pm
Forum: Student Forum
Topic: Kangaroo Bonds
Replies: 1
Views: 100304

Kangaroo Bonds

What is Kangaroo Bonds? why some issuers like to issue Kangaroo instead of Euro MTN?
by toronto
June 24th, 2006, 12:21 pm
Forum: Numerical Methods Forum
Topic: root mean square error (RMSE) and Order of Convergence
Replies: 0
Views: 103046

root mean square error (RMSE) and Order of Convergence

What does RMSE mean? does anyone have example about RMSE in Excel program or VBA?also, Does anyone have materials about "order of convergence" ? what is it? tks vm for help
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