# All Questions

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### How to create prospective Bonds for a dynamic portfolio simulation?

The aim is to simulate and to compare different bond portfolio strategies for different interest rate scenarios over ten years. The rebalancing takes place on an annual basis. Hence, e.g. a bond with ...
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### dollar neutral ratio vs beta hedged ratio

Hi guys i really hope you can help as i've been pulling out my hair for days on this!! OK so basically i understand the dollar neutral ratio, simply stocka/stockb = dollar neutral ratio. Works great ...
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An increase in default correlation ceteris paribus increases the value of the equity tranche of a CDO. This I get. How then, do I make sense of the statement that as default correlation in the ...