Home

Chapter 1.5 Fixed Income Securities

Chapter 1.5 Fixed Income Securities Description From chpater 3 in Statistics and Data Analysis for Financial Engineering (David Ruppert). For semiannual coupon, # Program to create Fig 3.2 bondvalue = function(c,T,r,par) { # # Computes bv = bond values (current prices) corresponding # to all values of yield to maturity in the # ...

Read more

Mac Jekyll Note

Jekyll Note 1. A little problem Learning from youtube In terminal (using Python 2.7 instead of Python 3.4) install vertualenv > pip install virtualenv using Python 2.7 as temporary virtualenv -p /usr/bin/python2.7 –distribute temp-python active Python 2.7 source temp-python/bin/activate stop using python2.7 deactivate ...

Read more