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Recent content by Vince Loh

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    Hull study notes chapter 6 pg 80

    Thanks for the quick response Jayanthi. Got it!:):)
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    Hull study notes chapter 6 pg 80

    Thanks JS. Much appreciated. On your first approach, would you mind help me understand why the full price derived from the line below has already taken the $3 coupon payment (for period 01-01-13 to 16-05-13) into account? Full price (on settlement date 5/16/2013) = ($109.43)*(1.02)^135/180 =...
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    Hull study notes chapter 6 pg 80

    Hi David, Will you please help explain this example in your study notes, I don't quite understand how you derive thePV of coupon and the full value (see attached screenshot) Thanks VinceL
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    Valuing plain vanilla swap

    Thanks David. I got your example in the other thread and working on digesting the solution.
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    Valuing plain vanilla swap

    Hi David, i do not understand why is it not necessary to take into account of the floating rate bond coupon for time 0.75 and 1.25? Borrowing PleasureBot3000 example 1 image attached, will you help work out the FV and PV for the example to help me understand please? Much appreciated. Vince
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    Value of a plain vanilla interest rate swap based on 2 simultaneous bond positions

    Hi, Could someone please help me understand why do we only need to calculate the PV of one floating rate payment cash flow (chapter 7 - Swap)? We receive coupon payment for floating rate every 6 months (similar to Fixed) - shouldn't those payment stream be taken into account? Thanks in advance...
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    Hull Chp 3: Hedging strategies with Futures

    Hi David, in your study notes pg 30, you compared 2 scenarios for a coffee produce that plans to sell 100 pounds of coffee on a future date with; (1) a predetermined $3.00 per pound, vs (2) at the future spot price. If the coffee producer wants to hedge with coffee futures, you indicated that...
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    P1 Focus Review: 2nd of 8 (Quantitative)

    Hi David, how often is your notebook updated? some of your materials here have been removed - does that mean there is a later version available? I have purchased the professional package, can you show me how to fully utilized what i've purchased please? Thanks in advance.