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  1. H

    derivative coupon bond

    Hey @David Harper CFA FRM I have problem with derivative (coupon BOND) I tried to make the first derivative the second derivative but I could not get to the same results. we have a coupon bond that matures in T periods with as the face value, c is the coupon rate and rentabilite the...
  2. H

    change beta , shorting sell FNB

    yeah really , thank you @David Harper CFA FRM , I apreciate that .
  3. H

    change beta , shorting sell FNB

    hey @David Harper CFA FRM , thank you for your answer , it's really what I thought to use this formula ( hull book ) , and for the source (Question) you will find the question that I really have a problem with it ( question 3 Risk Analysis - Beta) , excel file it's about question 1 and 2 that I...
  4. H

    change beta , shorting sell FNB

    hey @David Harper CFA FRM ,I have one question : 1) we want to decrease the beta of our portfolio to 0.75 without selling one of our positions current , your colleague suggests selling short the spy exchange traded fund (ETF) SPDR S&P 500 ETF trust . How many SPY shares must be sold ? The value...
  5. H

    change beta , shorting sell FNB

    I have one question : 1) we want to decrease the beta of our portfolio to 0.75 without selling one of our positions current , your colleague suggests selling short the spy exchange traded fund (ETF) SPDR S&P 500 ETF trust . How many SPY shares must be sold ? The value of my portfolio is...
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