Here i am talking abt Macaulay Duration

"Duration measures the number of years required to recover the true cost of a bond". What true cost of a bond means? Is it price of the bond or the total investment ongh a bond? Any replies regarding this will be highly appreciated.

tks a lot

Given fx spot and forward points (suppose 3 month points). How to calculate cost of carry ?

I have a stupid question. When we say I want to do 25 Delta in FX options 3 month maturity. What really it means??

I am rec fixed for 10 swap at 8%. Current 9 year and 10 year rates are at 8.34% and 8.38%. Will my roll down will be mine 8%-current 10 year or it will be 8.38%-8.34%>>4bps/year. I am really confused

<t>I have some basic questions regarding VWAP. If you want to sell/buy any stock using VWAP (without a limit) and use a time frame of 3 hrs , algo will fill the order for sure. The algo looks on historical volumes to fill the order. How back it takes historical volume? What time frame it takes the v...

I have a question regarding Brownian Motion return. It is equal to return- (Stand deviation)^2/2. why the return is depressed by standard deviation ^2/2?replies will be appreciated

i was asked in an interview to calculate to found theta of an equity option if vol and t is given? anybody can tell me how to calculate it (back on the envelope kind of question)?

When we say 95% confidence level we say it is z +-1.95standard deviation however in VAR we talk about 95% CI we use z=1.65. can somebody explain this why??

Anybody in the forum to teach me VBA in NYC. Please let me know. Thanks in advance

Hi I am looking for an extensive course on VBA in NYC. Any suggestions will be appreciated.

what is the best way to calculate daily carry for FX forwards, Interest rate swaps, CDS. Any suggestions will be appreciated

How can i find the above correlation??

<t>I found this answer on the net Rolling one die, the probability of a 1,2,3,4,5 (i.e., not a 6) is 5/6. Since we assume that the 4 rolls are independent, the probability of 4 rolls, all 1,2,3,4,5, is:P(all 1-5) = 5/6 * 5/6 * 5/6 * 5/6 = 625 / 1296The probability of at least one six is P(at least o...