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Tag Archives: FAIM 608

FAIM 608: Spreadsheets Uploaded

03-Jun-10

I’ve uploaded some spreadsheets to help you with: Understanding conversion factors. Convexity adjustments. Solving Problem 3.23. Understanding the relationship between futures and expected spot using CAPM (from Chapter 5). See the sidebar to the right (Lectures 6, 7 and 8). I’ll be talking about #s 1, 2 and 3 in class today. See you then. [...]

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FAIM 608: Hunt Brothers (Japanese Version) And Copper Hoarding

13-May-10

If you thought the Hunt brothers story we discussed in class had a moral which was implemented, think again. It was repeated almost two decades later, with very similar consequences. This time though, it wasn’t silver, it was copper. And it wasn’t the US, it was Japan. And the firm was in on it. And [...]

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Wall Street Alchemy

11-May-10

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An Index for Forward Rates, FRAs in South Africa

27-Apr-10

This has to do with our discussion of forward interest rates, and forward rate agreements (FRAs), in class last week. Two interesting news items: Firstly, about a year ago, Standard & Poor’s came out with a number of country-specific forward interest rate arbitrage indices, that: …model the outcome of a forward interest rate arbitrage strategy that [...]

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And a welcome to FAIM 608 also!

18-Apr-10

FAIM 608 students – welcome to my blog. I have posted links to the futures handouts we used in class. If you have any questions, please feel free to email me. addthis_url = ‘http%3A%2F%2Fblog.arnavsheth.net%2F2010%2F04%2F18%2Fand-a-welcome-to-faim-608-also%2F’; addthis_title = ‘And+a+welcome+to+FAIM+608+also%21′; addthis_pub = ”;

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