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risk-neutral-probabilities

  1. Nicole Seaman

    YouTube T5-07: Risk-neutral probabilities

    One of the harder ideas in fixed income is risk-neutral probabilities. In this video, I'd like to specifically illustrate, and define, what we mean by risk-neutral probabilities. I will do this in three steps. The first one is just a simple example of a coin toss, where my objective is to...
  2. David Harper CFA FRM

    Fresh quiz of Tuckman's (Chapter 7) Term Structure Case

    In the discussion associated with our T5-40 question at old https://www.bionicturtle.com/forum/threads/l2-t5-40-replicating-callable-bond-tuckman.3551/post-78646 @Sixcarbs asked for a fresh situation (same mechanics but simply with different but coherent numbers). Here is what I've come up with...
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