Відео

Thanks professor, as always.

Thank you for this wonderful explanation but could you please demonstrate how to answer a question from first table thank you or picking data from that respective table.

Hi Dr., I have found your work easy to follow, even though I need to be better versed in the latest technology. I took your advice and tried replicating my portfolio in Google Sheets, but I need help accessing the prices for my corporate and US bonds. Do you have any alternative solutions that might work for me? I would appreciate any help you can provide. Thank you so much.

Hi, I have found your work easy to follow, even though I am not well-versed in the latest technology. I took your advice and tried replicating my portfolio in Google Sheets, but I'm having trouble accessing the prices for my corporate and US bonds. Do you have any alternative solutions that might work for me? I would appreciate any help you can provide. Thnaks

thanks professor as always!

This is really brilliant 😮

This is incorrect - you cant take monthly stock returns and annual RF rate

I believe the "TBILLYIELD" function in excel is incorrect. Just to verify, shouldn't the TBILLYIELD also equal the discount rate? According to the Department of Treasury the discount rate: d = (($100-Price)/ *$100* ) X (360 days / r days), where r = days to maturity. This is not the same as the Excel Formula, which you provided as: TBILLYIELD =(($100-Price)/ *Price* ) X (360 / DSM ). I know if we use your numbers, then both formulas would exactly equal each other in this specific case. However, if we change the third decimal place by one number, let’s say $99.672 instead of $99.673, then: d = (($100-$99.672)/$100) X (360 days / 28 days) = 0.042171429 -> 4.217% vs. TBILLYIELD =(($100-$99.672)/$99.672) X (360 / 28 ) = 0.042310206 -> 4.231% Therefore, they are not the same. I also believe that the TBILLEQ formula from Excel is *sometimes* wrong. According the Department of Treasury the “Coupon Equivalent Yield” i = (($100-Price)/Price) X (y / r) (Note: this formula is for bills of not more than one half-year to maturity) where r = the number of days remaining to maturity y = number of days in year following the issue date; normally 365, but if the period from the issue date to the same date 1 year ahead contains February 29, then y is 366. (e.g., 2020 is a leap year. Suppose the issue date for a 26-week bill is February 28, 2019. The date 1 year ahead is February 28, 2020. That 1-year period from the issue date of the bill does not contain “February 29,” therefore y = 365. Now suppose the issue date of a 26-week bill is March 1, 2019. The date 1 year ahead is March 1, 2020. That 1-year period from the issue date of the bill contains “February 29,” therefore y = 366.) Therefore “i” could be: i = (($100-Price)/Price) X (365 / r) or i = (($100-Price)/Price) X (366 / r) depending on the number of days in year following the issue date. From Microsoft, TBILLEQ = (365 x rate)/(360-(rate x DSM)) As far as I’m aware, the 365 does not change to 366 if the date one year from the issue date is 366 days. Just so you guys know, I got the this information from the following discount rate d = (($100-Price)/$100) X (360 days / r days) where r = days to maturity File: ofcalc6decbill.pdf from treasurydirect (page 1) i = (($100-Price)/Price) X (y / r) from google search “Appendix B to Part 356” under ecfr link scroll all the way down to “D. Calculation of investment rate (coupon-equivalent yield) for Treasury bills:”

Superb video! Thanks a lot!

You should consider the annualized return but you didn't do it You used the monthly return This is wrong that I think

When you look at the option premium e.g- $0.02 (in the first example) and multiply by 100m GBP to get a cost of $2m. Does it matter that they are in two different currencies? or is it better to convert the 100m into USD at the spot rate first?

It seems a lot of people here are confused as to why company A has an absolute comparative advantage.From what I understand we should not be comparing the 8% domestic rate with the 7% foreign rate. Instead, compare the 7% foreign rate it would have had to pay with the 6% it actually pays. Same in the case of company B, compare the 9% it would have had to pay with the 8% it actually has to pay. Essentially each firm is taking advantage of the fact that the other firm can borrow locally at a lesser rate.Correct me if I'm wrong

Many thanks Ronald, can you please make a video showing the returns affected but adding cash and withdrawals from the account? Also for the above example is there a better way when for the same stock you have several purchases at different date ? Thanks

Is this the formula used by finance/banker bros for exponential assets/gains? 353% annualized on my crypto acct seems a bit low and I need to borrow more @14%

Thank you Ronald. It will be a great help if you can perhaps maybe generalize this CAGR calculation for a more realistic scenario. With realistic scenario, I mean instead of buying a stock in just one shot, how can we calculate annualized return if we were buying chunks at regular intervals i.e. Dollar Cost Averaging). Also, is there a way to account for dividend income in this calculation?

thanks you soo much i am doing an online classe on edx on financial market analysis and your video was very helpfule

Thank you very much Dr. 🎉🎉🎉

Wow! Really useful! Thanks again!

Thank you! Very clear and interesting!

Very helpful, than you!

Sharpe ratio formula is wrong. Risk free rate is annualized. Your expected return and std dev are monthly.

Thank you I appreciate what you showed me how to do!

Well done. Want to learn more on other stragedy.

thank you for the tutorial!

Thanks for sharing knowledge 🙏

kak cara hitung expected returnnya gmn?

4:25 why 1.15 and not 0.15 ?

What if the CF increases after year 5? For example - cf is $3000 for the next 5 years but the interest rate remains the same. Do we use the same formula?

Why the cost change in positive ?

Thank you magic man you're prepping me for my quant finance master next year

Hi, this is really useful, I was wondering why my calculation does not match when I do with semiannual payments (intead of frecuency 1, I use 2) when I do by formula and when I do the cash flow dividing by 2 the Rate and Coupon.

Very clear video, thank you

thanks great demo!

Thank you!! Great video

Hi Sir, I have the same calculator but when i calculate IRR or YTM it says COP r ALL HP 2010... please help i will be writing my exam with this calculator

how can i join cripto

That is really cool !!

super cool can you share that google doc by chance?

For currency swap, I see three records, one at swap level and another at leg level. When we do aggregation, how to record that.

Super helpful trick!

N1

Didn't you describe the information ratio instead of the sortino ratio in this calculation? I think the Sortino Ratio describes the risk-free interest rate

May you elaborate more on the formula of calculating the cumulative return of Tue being: (1+Mon cum. )*(1+Tue return) minus 1?

Thanks 🎉

I’d die for you

How to find phi? That coefficient of E(t-1)

love this vid!

Hello, can I create a table using this to get historical currency pairs closed rates for 5 minutes interval?

so many questions not well explained

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