🎓 Tutor With Me: 1-On-1 Video Call Sessions Available ► Join me for personalized finance tutoring tailored to your goals: ryanoconnellfinance.com/finance-tutoring/ 📚 CFA Exam Prep Discount - AnalystPrep: ► Get 20% off CFA Level 1, 2, and 3 complete courses with promo code "RYAN20". Explore here: analystprep.com/shop/all-3-levels-of-the-cfa-exam-complete-course-by-analystprep/?ref=mgmymmr
Fantastic video once again Ryan ! Thank you very much Would you mind tackling the issue around the convexity bias between interest rate futures and interest rate forwards ? I.E why do futures and forwards don't experience the same convexity changes ?
Much appreciated! That is a good idea for a future video! I can look into that one down the road. I'll warn you, I've got a bit of a large backlog right now though
🎓 Tutor With Me: 1-On-1 Video Call Sessions Available
► Join me for personalized finance tutoring tailored to your goals: ryanoconnellfinance.com/finance-tutoring/
📚 CFA Exam Prep Discount - AnalystPrep:
► Get 20% off CFA Level 1, 2, and 3 complete courses with promo code "RYAN20". Explore here: analystprep.com/shop/all-3-levels-of-the-cfa-exam-complete-course-by-analystprep/?ref=mgmymmr
Good video.
The interest rate used for discounting the gain is the floating rate
thank you, Ryan, these valuable snippets of info keep me in the loop of studying cfa curriculum
It is my pleasure! And thank you for keeping up with the videos
Very clear explanation, I was struggling with this topic in class, thanks!!
I'm glad this helped!
Very intuitive explanation. Thank you so much.
You are welcome!
@@RyanOConnellCFA Professor, would you happen to know a sheet to answers of John Hull's newest derivatives book?
Thank you in advance
Legendary explanation, currently learning derivatives at Uni of Queensland in Australia
Thank you for your helpful videos. Please keep doing your great work!
Will do! Thank you for the nice feedback
Fantastic video once again Ryan ! Thank you very much
Would you mind tackling the issue around the convexity bias between interest rate futures and interest rate forwards ? I.E why do futures and forwards don't experience the same convexity changes ?
Much appreciated! That is a good idea for a future video! I can look into that one down the road. I'll warn you, I've got a bit of a large backlog right now though
@@RyanOConnellCFA Brilliant Ryan ! Thank you for considering the request :)
How is this different from a forward or futures contract ?
Thanks man, great video
No problem! I'm glad you got value out of it 🙏
Looking cool in moustache,kind sir !! 😊
Concise explanation,as always!! 👍
Thank you Shashank, I appreciate that!
Amazing, thank you🙏🙏
i love you ryan