Any Finance Guru's? (Don't read this unless you are) (1851 hits)
Category: NoneRating: 1.18 on 13 reviews (Rate this item) (V)
Submitted by DrinkDDT (View user info) at 2004-11-18 21:03:38 EST
I need to find the Hedge Ratio of three bonds, given:
Duration, Convexity, Bond/portfolio values.
Does anyone have any idea how to find the Hedge Ratios? I've set the problem up in the attached excel file.
I will go down on anyone who solves this.
fuck.xls (13 kB) [application/octet-stream]
User Reviews
Submitted by Axolotl (user info) at 2005-10-13 12:08:52 EDT (#)
Ranking: 0
Where did you go?
Submitted by cuberat (user info) at 2004-12-01 09:55:48 EST (#)
Ranking: 2
Dude, thats why you say fuck finance and switch to accounting as your major.
Debits and credits dont have hedge ratios.
Submitted by legallady (user info) at 2004-11-21 19:06:47 EST (#)
Ranking: 2
I have no idea. That's why I practice criminal law.
I will never have enough money to care about finance.
Submitted by Freight_Train (user info) at 2004-11-21 18:49:54 EST (#)
Ranking: 0
and I dont mean the porn industry
Submitted by Freight_Train (user info) at 2004-11-21 18:49:31 EST (#)
Ranking: 0
Why would you waste your life majoring in fucking business anyway
Submitted by LadyPlural (user info) at 2004-11-19 15:33:52 EST (#)
Ranking: 2
Any luck? If not, and it can wait until this upcoming Tuesday, I can ask a professor of mine. If not... well... +2 because you're fucked.
Submitted by loki (user info) at 2004-11-19 09:10:29 EST (#)
Ranking: 2
holy shit what class is this?
oh wait, you're majoring in finance aren't you?
Submitted by comicbookguy (user info) at 2004-11-18 21:31:18 EST (#)
Ranking: 0
don't you need the yield to maturity?
Submitted by hairycoo (user info) at 2004-11-18 21:25:46 EST (#)
Ranking: 0
dump ur bonds
buy
NYSE:DNA
Submitted by drink_DDT (user info) at 2004-11-18 21:15:25 EST (#)
Ranking: 0
Thanks guy I know what a Hedge Ratio is. . . I'm trying to calculate it given the bonds' duration and covexity.
Sheesh.
Submitted by MyNameIsTim (user info) at 2004-11-18 21:12:26 EST (#)
Ranking: 1
not a finance guru, but i'm pretty good at googling definitions:
2. A ratio comparing the value of futures contracts purchased or sold versus the value of the cash commodity being hedged against.
Submitted by polyamorousaj (user info) at 2004-11-18 21:10:12 EST (#)
Ranking: 2
Sorry, man... I've seen your pucker face.
Don't want you going down on me.
Good to see you back, though.
Submitted by DonkeyOnTheEdge (user info) at 2004-11-18 21:09:12 EST (#)
Ranking: 2
The percentage of your neutral return. Something about subtracting expense from profit and the cost of labor. I can't remember. No wonder I dropped outta marketing.
+2 because you're fucked.