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…
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Using Futures to Hedge a Cash Position in Excel
A futures contract is an agreement to buy or sell an asset at a fixed…
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Understanding Forward Bond Prices Duration in Excel
A forward bond price is the price that you agree to pay today for a…
Posted inFinance
Pricing Bond Futures Duration in Excel
Bond futures are contracts that allow traders to buy or sell a bond at a…
Posted inFinance
Understanding Bond Futures Duration and Coupon Payments in Excel
Coupons are the periodic interest payments that a bond issuer makes to the bondholder until…
