Answer is 5.423%. it is normal swap fixed rate calculate annuity factor and then (1-libor factor from 360 days)/ annuity factor & annualized using 360/180.
Answer is 5.423%. it is normal swap fixed rate calculate annuity factor and then (1-libor factor from 360 days)/ annuity factor & annualized using 360/180.
"However, other practitioners prefer equilibrium models since they capture not just the current market environment as reflected in the term structure" Didn't understand meaning of they capture current mkt envt...how? Bcz of MR & volatility factors?
“However, other practitioners prefer equilibrium models since they capture not just the current market environment as reflected in the term structure”
Didn’t understand meaning of they capture current mkt envt…how? Bcz of MR & volatility factors?
Last line speaks about that market have seen that given certain amount of risk the return that is expected is realised with this theory. It holds good with local expectation theory. Hope you want to know this.
Last line speaks about that market have seen that given certain amount of risk the return that is expected is realised with this theory. It holds good with local expectation theory. Hope you want to know this.
Which book is it from? Mostly it is referring to derivative change or small possible change or short term rate. because models usage toh yehi h, fir Gauss+ model main explained h with Rs,Rm &Rl. This is my understanding. Let's wait for sirs response
Which book is it from?
Mostly it is referring to derivative change or small possible change or short term rate. because models usage toh yehi h, fir Gauss+ model main explained h with Rs,Rm &Rl.
This is my understanding. Let’s wait for sirs response
CFA l2 institute mock
Sorry, Wrong as in?
Sorry, Wrong as in?
See lessLink of top 50 questions from qforum shared on telegram
This link opens telegram, couldn't find Q's link
This link opens telegram, couldn’t find Q’s link
See lessHelp with Schweser mock paper
Sorry dint get it! Telegram Level 2 group you mean?
Sorry dint get it! Telegram Level 2 group you mean?
See lessHow to solve this
Answer is 5.423%. it is normal swap fixed rate calculate annuity factor and then (1-libor factor from 360 days)/ annuity factor & annualized using 360/180.
Term Structure and Interest rate dynamics
"However, other practitioners prefer equilibrium models since they capture not just the current market environment as reflected in the term structure" Didn't understand meaning of they capture current mkt envt...how? Bcz of MR & volatility factors?
“However, other practitioners prefer equilibrium models since they capture not just the current market environment as reflected in the term structure”
See lessDidn’t understand meaning of they capture current mkt envt…how? Bcz of MR & volatility factors?
Ch:DDM; GGM
Fairly priced means IVo=Po
Fairly priced means IVo=Po
See lessTraditional Term Structure Theory
Last line speaks about that market have seen that given certain amount of risk the return that is expected is realised with this theory. It holds good with local expectation theory. Hope you want to know this.
Last line speaks about that market have seen that given certain amount of risk the return that is expected is realised with this theory. It holds good with local expectation theory. Hope you want to know this.
See lessModern Term Structure Models
Which book is it from? Mostly it is referring to derivative change or small possible change or short term rate. because models usage toh yehi h, fir Gauss+ model main explained h with Rs,Rm &Rl. This is my understanding. Let's wait for sirs response
Which book is it from?
Mostly it is referring to derivative change or small possible change or short term rate. because models usage toh yehi h, fir Gauss+ model main explained h with Rs,Rm &Rl.
This is my understanding. Let’s wait for sirs response
See lessMultiple Regression
41 to 55 main 40 lie nahi karta so HO rejected. Had it been 38 to 45 so mean is covered. Thinking of confidence interval covering mean
41 to 55 main 40 lie nahi karta so HO rejected. Had it been 38 to 45 so mean is covered. Thinking of confidence interval covering mean
See lessAggregate output and prices
Focus on base ccy is easy and sustainable tip to solve. And logic is same, cost increase leftward shift and so.
Focus on base ccy is easy and sustainable tip to solve. And logic is same, cost increase leftward shift and so.
See less