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…
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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.…
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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…
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Cash-and-Carry Arbitrage in Excel
Cash-and-carry arbitrage is a trading strategy that involves buying an asset in the spot market…
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Understanding Arbitrage Structures in Finance
Arbitrage is a trading strategy that involves buying and selling the same or similar asset…
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Understanding Cheapest-to-Deliver Bonds
A cheapest-to-deliver bond is a bond that can be delivered to fulfill a futures contract…
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Understanding Implied Repo Rate in Excel
The implied repo rate is the rate of return that you can earn by borrowing…
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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…