ProgNetEngineeing announcement of issuing corporate fixed-rate Euro Bonds

Enhancing financial risk modeling: lowering the dispersion of the volatility by cutting the upside and the downside tails of the volatility corridor.

Analyzing the concept of convertible bonds and the reasons why companies choose to issue them.

An explanation of the formula used to calculate the yield on perpetuity, which is the bond’s periodic payment divided by the present value of the perpetuity.

The article explores the concept of perpetual bonds and the infinity of perpetual bonds' coupon payments.

Analysis of important factors such as senior index, liquidity, volatility, and minor index that play a major role in matching stock into long-short pairs.

Examining the method of figuring out the effective yield of a zero-coupon bond.

Peculiarities of zero-coupon bonds and their comparison to regular bonds

Implementing a volatility-based approach for building long-short pairs of stock, factoring in the VAR confidence level.

Explaining a bond's YTM and the importance of this ratio for making investment decisions.