Search results

hello all, i currently have an excel model for convertible bonds but it only takes in a single number for the risk-free rate. what is the best way to deduce this single number from the term-structure for a given bond-curve? i'm using this to re-evaluate the bond price for various parallel...

i'm trying to compute zero rates for malaysian klibor which pays quarterly coupon. i'm using the forward substitution method, as per formula below, but when i compare the zero rates to murex, the numbers get gradually worse with increasing tenor -- reaching differences of several percent for...

Hello All, I'm leaning towards doing an MFin (as oppposed to an MFE) and I was wondering what types of jobs people from this background are taking up? Is there much of a demand for MFin students in roles outside of investment banking? I've also noticed the lack of well-known MFin programs in...

Hello All, Just joined this excellent forum, and I just wanted to say hi. My background is in Physics, spent a little less than a year on the Street before I got hit with the dreaded J1 Physical Presence requirement (if you happen to have this experience, which I sincerely hope that you have...