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7
votes
How to handle coupon payments when pricing a bond with an embedded option?
options
fixed-income
binomial-tree
pricing
embedded-options
asked Oct 14 '11 at 19:30
quant.stackexchange.com
6
votes
Is Duration really the slope of the Price-Yield curve?
interest-rates
fixed-income
duration
yield-curve
asked Sep 26 '11 at 18:14
quant.stackexchange.com
Top Answers
12
Why is volatility mean-reverting?
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5
How to apply the Kelly criterion when expected return may be negative?
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