The Series EE Bond (often referred to as a "Patriot Bond") is a non-marketable, interest-bearing U.S. government savings bond. These bonds are guaranteed to at least double in value over the typical 20-year initial term. Some Series EE bonds have total interest-paying lives that extend ...
U.S. savings bonds are long term savings certificates issued by the U.S. Treasury. The traditional series EE savings bonds earn a fixed rate of interest until a bond is redeemed or reaches final maturity. Paper EE bonds are sold for one-half of the denomination value and the interest earn...
HAVEit project proves series maturity of automatic drivingChristoph Hammerschmidt
My delta profile resembles a constant maturity swap, but vega and gamma are more pronounced, which demonstrates that the widespread practice of static hedging with zero bonds is inadequate. Introduction Many banks trade options on a “stand-alone” basis. These explicit options have clearly defined...