Not able to understand how to solve this kind of cross rates. Please help!
SSEI QForum Latest Questions
Delta is the change in the price of an of the option with the change in the price of the underlying. In notes sir explained 0.6 share= 1 call profit wise not Payoff wise. Not able to digest it properly please explain ...
in the difference between contribution & TPPC if it’s underfunded this is equivalent to loan we deduct post tax funded status from CFO & add it to CFF & in case of overfunded it is repayment of loan we deduct ...
In Q.1 C is the ans, they haven’t deducted the AIt, while the bond is paying coupon in 183 day and contact expires after 195 days so thier would be Ait of 12 days.
1. Why ZCB’s ED = maturity. 2. Why Higher coupon paying Bond’s have higher ED than lower coupon paying bond. 3. In the graph how can be ED of option free bond be the same over the different interest rates.
How CDS spread gets decided. Is it the Credit spread over a MRRor via equating Pv of premium leg with PV of short fall leg?
Modified duration is the sum total of KRD, but in L1 it was Macaulay’s duration[D] i.e the immunizing period & Modified duration was D /1+r. Please explain.
In binomial distribution formula why we use (1-p)^n-x.
please explain the solution