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Hi, May I know the difference of the below terms? Thanks. 1. hot money VS vulnerable money 2. core deposit VS non-core deposit 3. structural liquidity VS tactical liquidity In addition, what is the meaning of TSAA (term structure of Available Assets)

the 2 terms are found in the notes Ch. 10 The investment function in financial services management. What are their difference? Thanks.

hi, on p.28 of the notes P2.T5. (Bruce Tuckman, Fixed income securities), it says if the market price assumes to be $3,613.25, which is $2.8 less than the calculated model price of $3,616, the OAS turns out to be 10 basis points. May I know how does this "10 basis points" come out? thanks...

hi all can anyone help me to distinguish the 2 types of prob. distribution? Thx a lot

Hi all Grateful if you could help the below concepts again. 1. In the variance-variance matrix, there is a concept of positive semi-definitive which the Factor model qualifies, what is the concept about? quite confused with the transpose of vector/ vector mentioned in the book 2. the GARCH...

hi all Grateful if you could help n explaining the below . 1. assume annually compounded, can I say spot rate = (1/d(t))^t - 1 ? 2. what are the difference between standard error of forecast and standard error of regression? 3. what are the difference between adjusted R2 and correlation of...

hi all Grateful if there can be concise explanation on the below concepts. 1. translation invariance P(c+R) = P(R) - c , why is it "mins" and what does the term P(c + R) mean? 2. In the chapter of " The Greeks" , it mentions a stop-loss strategy which is to buy the asset when it is above...

Hi all There is a part on p.24 of Ch.7 Characterizing cycles which relates rational distributed lags to the Theorem. It means that we should use the rational distributed lags to approximate the Wold's representation of infinitely distributed lag models. - would like to know: 1. what does the...

Hi I am not so clear on this part. Should I summarized as below? - for unconditional function - when displacement is not zero, autocovariance = zero - when displacement is not zero, autocorrleation/partial autocorrelation = zero - when displacement is zero, autocorrleation/partial...

Can anyone explain what the theorem is about? many thx

Hi, Noticed that df = n -1 for calculation of t-stat but df = n - 2 for regression coefficient t-test? or did I mix them up? thx a lot~

Hi, I have a question regarding the difference between the 2 calculations of forward rate 1. FWD rate = (R2 T2 - R1 T 1 ) / (T2 - T1) 2. FWD rate = R2 + [(R2 - R1 ) * (T1) / (T2 - T1) ] kindly help and when should we should them respectively. Thanks~