How do we include inflation in our compound interest calculations? E.g. if we have current principal of 1000$ and the interest rate is 3% after 10 years we have ...
I'm implementing the CVA/DVA for some derivatives, which follows a Hull-White model (one factor). Once I have calibrated the model and I get the results with the simulation, a quite interesting ...
I need to calculate the dirty price of a US T bond given the below details: Assume the coupons on a U.S. Treasury bond are paid on January 1st and July 1st. The bond has a par of $1,000 and pays a ...