Posted inFinance Understanding Zero-Coupon Yields from Forward-Forward Yields in Excel A zero-coupon bond is a bond that does not pay any interest during its lifetime.…
Posted inFinance Constructing Forward-Forward Yields from Zero-Coupon Yields in Excel A zero-coupon yield is the annualized return of a bond that pays no interest and…
Posted inFinance Zero-Coupon Yields from Coupon-Bearing Yields in Excel A zero-coupon bond is a bond that does not pay any interest during its lifetime.…
Posted inFinance Constructing Par Yields from Zero-Coupon Yields in Excel A zero-coupon bond is a bond that pays no interest and only returns the face…
Posted inFinance Cash-and-Carry Arbitrage in Excel Cash-and-carry arbitrage is a trading strategy that involves buying an asset in the spot market…
Posted inFinance Understanding Arbitrage Structures in Finance Arbitrage is a trading strategy that involves buying and selling the same or similar asset…
Posted inFinance Understanding Cheapest-to-Deliver Bonds A cheapest-to-deliver bond is a bond that can be delivered to fulfill a futures contract…
Posted inFinance Understanding Implied Repo Rate in Excel The implied repo rate is the rate of return that you can earn by borrowing…
Posted inFinance Understanding Repo Price Calculation in Excel A repo, or repurchase agreement, is a type of short-term loan that involves the exchange…
Posted inFinance Using Futures to Hedge a Cash Position in Excel A futures contract is an agreement to buy or sell an asset at a fixed…