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by Bucklersbury
January 17th, 2011, 12:27 pm
Forum: Book And Research Paper Forum
Topic: Paul's book
Replies: 17
Views: 29738

Paul's book

No - didn't realise there was one, but I guess if it did exist then it could be sold for even more money.
by Bucklersbury
January 13th, 2011, 10:19 pm
Forum: Book And Research Paper Forum
Topic: Paul's book
Replies: 17
Views: 29738

Paul's book

<t>Just going back to the original topic of the book "Derivatives" that is now out of print...I've had a copy on my desk at work for ages, but a colleague recently pointed out how much used copies are going for on Amazon -Amazon - Derivatives...am thinking of locking it in a cupboard overnight now.I...
by Bucklersbury
August 24th, 2010, 10:10 am
Forum: General Forum
Topic: Gross Redemption Yield
Replies: 4
Views: 26498

Gross Redemption Yield

<t>Yes - it's using dirty price.I think this just a standard i.r.r type calc but the formula has been 'simplified' by using a formula for a geometric series, and then the yield is quoted semiannually.I used to have to learn all this stuff for actuarial exams. You got given a green book with a load o...
by Bucklersbury
August 20th, 2010, 11:39 am
Forum: General Forum
Topic: Gross Redemption Yield
Replies: 4
Views: 26498

Gross Redemption Yield

Link to pdfDoesn't appear that you need to be a member to access this as it worked when I sent the link to a colleague. Hopefully it will work for you too.
by Bucklersbury
June 17th, 2010, 9:35 am
Forum: Student Forum
Topic: Eurodollar futures and rates
Replies: 22
Views: 29456

Eurodollar futures and rates

<t>QuoteOriginally posted by: daveangelED futures are 90 days ... i dont know of any that are differentIf I look at the contract spec. Link to CME ED contract spec I can't see any mention of the number 90, it just mentions 3 months. Am I missing something ? Also the contract spec mentions 4 nearest ...