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?
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
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?
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?
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