Financial Analytics
A Practitioner's Resourcekit
Author: Thiru Praturi
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Overview
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SampleTopics
StructuredNotes
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Overview
Methodology
Contents
Contact Me
MarketView
QuestionBank
SampleTopics
BondOptions Pricer
Credit Derivatives
Maturity Factor 4.3.4
Binomial Tree 2.4.1
Bond Convexity 4.3.9
Option Analytics 8.1.12
Option Greeks 8.2.5
YTM Calcs 4.2.5
Curve Analytics 11.1.2
IR Swaps 11.2.2
StructuredNotes
Range Accruals
Cliquets/Ratchets
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8/1/2025
5:04
The concept "Convexity" in a non-callable bond is more important when interest rates are:
a : low
b : high
c : expected to change very little
d : less than coupon rate on a bond
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