What's new

Recent content by rajivbangalore25

  1. R

    Bond prices and forward rate

    Hi David, If the coupon rate is higher than the forward rate, wont more people buy this bond to take advantage of the higher coupon rate, which in turn will force the bond prices go upwards to a level where no arbitrage will be possible.
  2. R

    Expected shortfall (ES) -- GARP's EOC Question 1.19

    Thanks David. Excel sheet made it super clear.
  3. R

    Expected shortfall (ES) -- GARP's EOC Question 1.19

    Hi David. I am having trouble with understanding this question and answer 1.19 related to Expected Shortfall in Book 4 chapter 1 Measures of Financial Risk, page 12. Specifically, I am unable to understand this term (0.05-0.0009-0.0042)*9 and why it is added here. I was wondering if you could...
Top