jerry1027's Channel - YouTube

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10 months ago
Swaps

jerry1027 added to a playlist

Credit default swap (CDS) basis trade

Credit default swap (version 2.0)

Interest rate swap

Total rate of return (TROR) swap

Valuation of credit default swap (CDS)

Variance swap
1 year ago
Bonds

jerry1027 added to a playlist

Accrued interest (clean versus dirty bond price)

Bond convexity

Bond DV01 and duration

Bonds: effective of maturity on bond price

Implied volatility

Par yield
1 year ago
Risk Management

jerry1027 added to a playlist

Intro credit risk: expected loan return

About jerry1027's channel

Created by

jerry1027

Latest Activity

Apr 7, 2011

Date Joined

Mar 24, 2006

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Age

48

Country

Hong Kong

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