Category: Finance 2014 yield to maturity Mar 06 2014 bid-ask spread and swap spread Jan 29 2014 2013 AFS Jun 08 2013 2012 When there is a positive correlation between the financing rate r and a future contract subjected to marks-to-market rules, the future will be convex and will trade above the forwards of the same delivery Feb 21 2012 The contamination principle dictates that every nonlinear security commands time value, positive if the security is convex and negative if it is concave. Jan 10 2012 2011 EFP Dec 21 2011 IAN: Indexed Amortizing Notes Aug 28 2011 2010 Statistical Arbitrage Nov 04 2010 Positive Convexity Jun 20 2010 Reuters RIC Codes Apr 20 2010 How to interpret a quote for FRA? Apr 07 2010
When there is a positive correlation between the financing rate r and a future contract subjected to marks-to-market rules, the future will be convex and will trade above the forwards of the same delivery Feb 21 2012
The contamination principle dictates that every nonlinear security commands time value, positive if the security is convex and negative if it is concave. Jan 10 2012