- My Forums
- Tiger Rant
- LSU Recruiting
- SEC Rant
- Saints Talk
- Pelicans Talk
- More Sports Board
- Coaching Changes
- Fantasy Sports
- Golf Board
- Soccer Board
- O-T Lounge
- Tech Board
- Home/Garden Board
- Outdoor Board
- Health/Fitness Board
- Movie/TV Board
- Book Board
- Music Board
- Political Talk
- Money Talk
- Fark Board
- Gaming Board
- Travel Board
- Food/Drink Board
- Ticket Exchange
- TD Help Board
Customize My Forums- View All Forums
- Show Left Links
- Topic Sort Options
- Trending Topics
- Recent Topics
- Active Topics
Started By
Message
Convexity of a Treasury Strip
Posted on 4/6/11 at 3:08 pm
Posted on 4/6/11 at 3:08 pm
Any insight into if this would be positive or negative? I know it will be on a test tomorrow and I have no idea. Thanks in advance money talk.
2
Posted on 4/6/11 at 3:22 pm to texastiger8
Make up some numbers and symbols, fill in the blanks below, and it in; Mathematical definitionIf the flat floating interest rate is r and the bond price is B, then the convexity C is defined as
add impressive numbers and obscure symbols
Another way of expressing C is in terms of the modified duration D:
add more impressive numbers and symbols
Therefore
add impressive conclusion here; an AHA moment
leaving
subtract or add some impressive symbols here
Where D is a Modified Duration
Better yet, study this Wiki entry and understand what you're talking about, or not. Do you have a text book?
LINK
add impressive numbers and obscure symbols
Another way of expressing C is in terms of the modified duration D:
add more impressive numbers and symbols
Therefore
add impressive conclusion here; an AHA moment
leaving
subtract or add some impressive symbols here
Where D is a Modified Duration
Better yet, study this Wiki entry and understand what you're talking about, or not. Do you have a text book?
LINK
Posted on 4/6/11 at 3:23 pm to RasinCane
Loves to ask questions in which only the minimal part of the solution is talked about in the book.
Posted on 4/6/11 at 3:29 pm to texastiger8
Thats what a lot of profs love to do; torture their subjects er pupils no matter the subject. They get bored after a few years looking at blank faces. Do you have notes from his lectures?
Posted on 4/6/11 at 3:39 pm to RasinCane
Lectures consist on whatever is on his mind that day. Like buying and selling wine.
Posted on 4/6/11 at 3:52 pm to texastiger8
I think it is official: raisin cane is not rivers.
Posted on 4/6/11 at 4:15 pm to texastiger8
And he is probably tenured? I feel sorry for you and his other students. If you and fellow students all sent hand written anon letters (have someone else write them from your drafts) and send them to the school administration it might help rid future students of this 'prof'. But it probably won't help your class. If they won't do their job and lecture there really is no way to determine, or narrow down, what they will put on an exam. Good luck.
Posted on 4/6/11 at 4:30 pm to RasinCane
Walter is one of the best professors at LSU, regardless of college/major. Posted on 4/6/11 at 4:37 pm to texastiger8
Oh and it would have positive convexity equal to it's duration in this case since it's a strip (ie. zero coupon).
Posted on 4/6/11 at 5:01 pm to Athanatos
quote:
Walter is one of the best professors at LSU, regardless of college/major.
I worked for him in the very early days of my career, he was indeed a pretty good guy.
Posted on 4/6/11 at 5:32 pm to foshizzle
I like him as a person and understand his methods.. studying is just a pain in the arse though
Posted on 4/6/11 at 5:54 pm to RasinCane
You left out effective duration and macaulay duration, which is what happens when you wikipedia something, read it and regurgitate it to act like you nonchalantly know what you're talking about, but said-wikipedia page leaves out said additional information, thus exposing the fact that you wikipedia'd something to try and make it look like you nonchalantly knew what you were talking about, when in fact you clearly have no idea what you are nonchalantly talking about.
This post was edited on 4/6/11 at 5:55 pm
Posted on 4/6/11 at 6:55 pm to kfizzle85
Yea this test tomorrow is going to suck.
I like Walter a lot though. Definitely the most engaging and interesting Finance teacher I've had at LSU yet.
Studying for the tests do suck because going to class, while allowing you to learn quite a bit, helps you very little imo in terms of test prep. It's not his teaching method that I disagree with it just sucks that if you memorized everything he said word for word in class and understood it perfectly (ie impossible) you might be able to get a 30 at best on the test. The only thing that gave me guidance as to what to study for the first test was his review session and he didn't have one for this test.
I like Walter a lot though. Definitely the most engaging and interesting Finance teacher I've had at LSU yet.
Studying for the tests do suck because going to class, while allowing you to learn quite a bit, helps you very little imo in terms of test prep. It's not his teaching method that I disagree with it just sucks that if you memorized everything he said word for word in class and understood it perfectly (ie impossible) you might be able to get a 30 at best on the test. The only thing that gave me guidance as to what to study for the first test was his review session and he didn't have one for this test.
This post was edited on 4/6/11 at 7:07 pm
Posted on 4/6/11 at 7:30 pm to lsu6294
Is this Walter Morales? I had that dude when I was at LSU. Fair but hard.
Posted on 4/6/11 at 8:49 pm to saint308
The one and only.
Posted on 4/7/11 at 11:40 am to lsu6294
quote:
lsu6294
Roll number?
Posted on 4/8/11 at 3:04 am to TheHiddenFlask
1828
Posted on 4/8/11 at 6:33 am to lsu6294
Hmmm. Do I know you?
Posted on 4/8/11 at 6:57 am to RasinCane
quote:
Thats what a lot of profs love to do; torture their subjects
What, try to get them to think?
quote:
If you and fellow students all sent hand written anon letters
That takes a lot of courage and will be ignored like it should be.
Page 1 of 2
Popular
Back to top
Follow TigerDroppings for LSU Football News