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  1. J

    Monte Carlo in R

    Would it be possible to do a video on pricing options in R with MC? Thanks
  2. J

    Miller covariance

    Why in Miller notes does the covariance matrices indicate G * B =3. G =.6 and B =1, what am I missing? Is the matrix inducatimg to multiple the values?
  3. J

    question about CAPM

    why is correlation included to solve the problem? I cant see anything in the notes when we multiply the two terms x correlation? Beta (i,M) = covariance(i, M)/variance(M) = 24%*15%*0.70/15%^2 = 1.12 <<- must know all of these steps! CAPM: E[R(i)] = Rf + Beta (i,M)*[R(M) - Rf] = 3% +...
  4. J

    Finding monthly payment

    Calculate a fixed rate mortgage payment, and its principal and interest components. As the name suggests, fixed rate mortgage carries constant interest rate throughout its lifetime with level payments. The monthly repayment amount for a fixed rate mortgage is computed such that its present value...
  5. J

    TI BA Plus Calculator

    How can I find more info on ti ba plus? I can’t locate how to use for compound frequency.
  6. J

    Question on YouTube video using calculator

    Video has inputs 1000 face, 4 coupon, ytd maturity 10, yield 6.0%. Evertyime I do problem I get -1340.98 as answer. Any idea what I am doing wrong? Using ti ba plus. Thanks
  7. J

    Basic discount factor question

    From Tuckman second edition. 108+31.5/32=7.125(d.5)+107.125d(1). If d(.5) is . 97557 solving for d(1) is .95247. I multiply ( .97557 x 7.125) then add result to 107.125? Then solve the problem to get d(1) .95247. I only ask because I keep getting around .953 and am I worried I am wrong...
  8. J

    Hull solutions manual

    Anyone know where I can find the solutions manual for Hull 10 edition? thanks !
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