Edward Watson's user avatar
Edward Watson's user avatar
Edward Watson's user avatar
Edward Watson
  • Member for 3 years, 2 months
  • Last seen more than 1 year ago
3 votes
Accepted

Swap Spread Positions with Duration Bias

2 votes
Accepted

Coupon Adjusted Spread vs Z-Spread

2 votes

Implication of Humped Spot Curve on future spot curve(s)

2 votes

Why does the ultra long-end of a yield curve invert?

2 votes

CDOs before the 2007 crisis

1 vote

Hedging convexity for long-dated fixed cashflows

1 vote

How are returns on Bond Funds (or ETFs) calculated?

1 vote

Valuating Prepayment on Loans- Which models are favorable?

1 vote

Option quotes or trades: Which one is more informative?

1 vote

options on futures

1 vote

Libor Forwards from Swaps

1 vote

Constructing Volatility Smile from American Options

1 vote

Forward swap rate calculation from the market

1 vote

Bootstrapping zero coupon rates

1 vote

Total Return Swap on Single Govt Bond Marked to Market Calculation

0 votes

What does it mean for a coupon bond to have "par value"?

0 votes

Why does the coupon effect mean that higher yields do not necessarily mean that a bond is more attractive?

0 votes

Regressing changes in yield/yield curve

0 votes

Known mispricing opportunities only available for small traders

0 votes

Carry and Pull to Par of a bond

0 votes

Arbitrage on Libor and swap market

0 votes

Why AREN'T forward rates what the market expects of the spot rates?

0 votes

Futures and Forward Prices vs interest rates

0 votes

Interpolating the swap curve

0 votes

US Treasury - IEF vs ZN Cumulated Return Comparison

0 votes

Heging against stochastic interest rate

0 votes

For a Floating Rate note, is there a way to convert the Discount Margin into OAS or Price?

0 votes

Forward swap sensitivity

-1 votes

Treasury zero coupon curve for discounting two bonds but OAS different on Bloomberg