Hi,
I was wondering where can we see real market data (say for exxon, apple etc) for CDS spread, corp bonds, implied PD from CDS etc. ?
It will be so good to related to real world as we are studying.
Tx
How many people roughly would have appeared for the Part 1? Any ideas..I know GARP does not publish. But nay educated guess?
Would be good to know what does 1st quartile mean in absolute terms
It was a good balance of quant and qual Qs.
Our site too had few issues - my booklet had just one seal and same was the case with few others. They changed my booklet. I pray they gave me a right numbered one though. Pencils thing didn't bother me much.
Writing on the booklet was allowed. It...
" par + coupon at 5.75% converted to annual then discounted at 5.75%, which is equal to:
50 * [1 + exp(5.75%) - 1] = 50; necessarily prices to par"
Now I get it ! Thanks,
Thanks @ShaktiRathore and @Bester
But interestingly.. the answer given in source is very concise
FIXED: The value of the fixed-rate component of the swap is ($50 × 1.065)e^(-0.0575*1) = $50.27M.
FLOATING: The value of the floating-rate component of the swap is its par value of $50M since we...
Hi,
I tried to capture the effect of factors on Bond metrics. See below. Can anyone please verify whether following is correct?
Apologies, as exam is nearing I am feeling pressured for time and hence spared to do extensive forum search.
"+" --> Increase "-"--> Decrease
Please mention...
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