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user1443

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visits member for 1 year, 8 months
seen Dec 9 '11 at 21:53
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361 reputation
 bio website visits member for 1 year, 8 months
26 badges
 location seen Dec 9 '11 at 21:53
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3 Questions

views newest activity votes
 
3
votes
1
answer
207
views

Value of option-free instruments with a short-rate model vs the spot curve

interest-rates valuation binomial-tree floating-rate
dec 19 '11 at 3:10 Foster Boondoggle 191
 
7
votes
1
answer
120
views

How to handle coupon payments when pricing a bond with an embedded option?

options fixed-income binomial-tree pricing embedded-options
dec 6 '11 at 21:47 Tal Fishman 6,740
2
6
votes
2
answers
687
views

Is Duration really the slope of the Price-Yield curve?

interest-rates fixed-income duration yield-curve
jan 19 '12 at 4:11 David Harper 176
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