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View Model Detail:
| Reference Number : |
7 |
| Model Name : |
Par/Spot Curve Conversion and Forward Rate/Price
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| Classification # : |
30601
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| Level : |
basic
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| Version Number : |
V3
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| Author : |
Thomas S.Y. Ho
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| Author Affiliation: |
THC
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| Author Email Address: |
tom.ho@thomasho.com
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| Financial Model Class : |
Bond arithmetics
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| Issuer/Modeler : |
N/A
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| File Type: |
forward prices/rates, rates compounding conversion, par/spot conversion
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| Risk Sources: |
N/A
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| Risk Distribution : |
N/A
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| Economic Assumption : |
market conventions
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| Description : |
numerical example, exercises, and further exercises for "Securities Valuation" |
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