long coupon bond类似于long put,虽然duration(delta)绝对值在增大,但其实绝对值越大代表基础资产(利率)的负向影响越大,所以最终是short了duration。 convexity是利率越长,对于price的正向作用越大,所以是long convexity,类似于看涨期权的Delta效果。 ---虽然现在很辛苦,但努力过的感觉真的很好,加油! 添加评论 0 0...
A short-term bond will typically mature within no more than three years. A long-term bond may not mature until after 10 years. The bond's "coupon" or interest should be paid out a few times a year in either case. Deciding between them can depend on your goals a...
as of Dec 31, 2024 3.13 Average Coupon as of Nov 29, 2024 1.02% Effective Duration as of Nov 29, 2024 2.35 yrs WAL to Maturity as of Nov 29, 2024 2.46 yrs Worst 3-Month Return Over the Last 3 Years 3 months ending Oct 31, 2022 ...
when an investor purchases acorporate bond, they are actually purchasing a portion of a company's debt, and this debt is issued with specific details regarding periodiccoupon payments, theprincipalamount of the debt, and the time period until the bond...
Zero Coupon Bond PricesShort Rate Model CalibrationMaximum Entropy in the MeanNon-Parametric MethodIn this work we use the method of maximum entropy in the mean to provide a model free, non-parametric methodology that uses only market data to provide the prices of the zero coupon bonds, and ...
as of Nov 30, 2024 3.12 Average Coupon as of Nov 29, 2024 1.02% Effective Duration as of Nov 29, 2024 2.35 yrs WAL to Maturity as of Nov 29, 2024 2.46 yrs Worst 3-Month Return Over the Last 3 Years 3 months ending Oct 31, 2022 ...
Fund Standard Deviation (3y) as of Dec 31, 2024 3.89 Average Coupon as of Dec 31, 2024 0.00% Yield to Worst as of Dec 31, 2024 0.00% Weighted Average Life as of Dec 31, 2024 0.00 yrs Worst 3-Month Return Over the Last 3 Years 3 months ending Jun 30, 2022 -5.67%...
After RibDog posted his beef short rib recipe and pictures, I knew I had to give them a try. Managed to work my way down to one of our best meat markets and picked up a few good looking ribs. I followed the recipe RibDog posted virtually to the "T". So as not to duplicate the...
(1) Define what a zero-coupon bond is. (1 sentence) (2) Define what it means to “short-sell a stock”. (at most 2 sentences) (3)Describe four major differences between exchanges and over-the-counter (OTC) markets for derivatives. ...
Weighted Average Bond Price $99.43 Weighted Average Coupon 6.48% Number of Securities 203 FOOTNOTES *Yield to Maturity (YTM) = Yield to Worst (YTW) for all bank loans in the calculation. DISCLOSURES For additional information, including definitions of related terms and indexes, see the Fi...