Hello,Can someone please explain me how to us MC in order to forecast future cash flow?Lets say that I should pay 100 this month, 200-in the next one, 300 after that... and so onHow can i use MC simulation in order to forecast what will be the next payment?Thanks

Hello,Can someone please explain me how to us MC in order to forecast future cash flow?Lets say that I should pay 100 this month, 200-in the next one, 300 after that... and so onHow can i use MC simulation in order to forecast what will be the next payment?Thanks

Hello,Can someone please explain me how to us MC in order to forecast future cash flow?Lets say that I should pay 100 this month, 200-in the next one, 300 after that... and so onHow can i use MC simulation in order to forecast what will be the next payment?Thanks

<t>I tries to drawn prediction for the 3 months treasury bills and 3 months LIBOR rates from BLOOMBERG.So I drawn the futures of 3 m T-bills and futures on LIBOR rates maturing every three months from now. Surprisingly, for 3,6,9, and 12 months I got the same exact results for the futures on 3 m T-b...

<t>For the same currency at the short term?I tries to drawn prediction for the 3 months treasury bills and 3 months LIBOR rates from BLOOMBERG.So I drawn the futures of 3 m T-bills and futures on LIBOR rates maturing every three months from now. Surprisingly, for 3,6,9, and 12 months I got the same ...

<t>For the same currency at the short term?I tries to drawn prediction for the 3 months treasury bills and 3 months LIBOR rates from BLOOMBERG.So I drawn the futures of 3 m T-bills and futures on LIBOR rates maturing every three months from now. Surprisingly, for 3,6,9, and 12 months I got the same ...

Hello everyone,What is the difference between those 2 definitions?

Hello,What are the main differences bet those 2 concepts?

Hey,I need some help with that please:What is average life at the bonds market? how is it computed?what is the formula?What is the yield to average life? what is the formula?When do I use average life in fixed income security? only at MBS and ABS? or at bonds also? and when in bonds?

Can someone please explain me the concept of Averagr life in fixed income?Is it in use only at the MBS and ABS markets?otr that it is in use also at the bonds market?If yes-what is the use in the bonds market?Thanks.

What is the formula?Is the formula at Hull's book correct (there is no risk component there)?Is there any difference between Forward rate and Implied forward rates?Thanks

Can someone please tell me what is the formula for that?Is the formula in Hull's book is correct?Is there any difference between forward rate and implied forward rate?

And which one in discounting banks cash flows?

First of all, thanks !What if I do not have the forward_1m2m, forward_1m3m, forward_2m3m,But have 1x7, 2x8, 3x9 etc?How can I obtain the zero curve given those rates?