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  1. New Quantnet members say hi

    Hey Hello Everybody, I work in a product Control environment in the London branch of a German Landesbank. My background is as a chartered accountant and implementing Basel II in various banks. I have an Msc in Finance majoring in derivatives. But there are lots of gaps in my knowledge and it...
  2. Making Pull to Par (theta) exponential

    Hi, Sorry if this a stupid question, but it has being troubling me for some days. If I have the current MV of a bond and the current coupon rate and maturity how can I forecast an exponential Pull to Par. I have sort of found a method for basic periodic coupons, using the IRR. (Please see...
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