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R12.P1.T3.Hull_v3 - Calculate forward interest rates from a set of spot rates
In this reading i do understand how to compute the Continuous Forward Rate using Spot Rate/Zero Rate. Formula - RF = (R2T2-R1T1)/(T2-T1) However in the example on Page 50 the question asked is - "what is the six-month semi-annual forward rate starting in 1.5 years " But the a...- nilz
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- Replies: 7
- Forum: P1.T3. Financial Markets & Products
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R8.P1.T2.Miller_v3 - 209.1
209.1. Nine (9) companies among a random sample of 60 companies defaulted. The companies were each in the same highly speculative credit rating category: statistically, they represent a random sample from the population of CCC-rated companies. The rating agency contends that the historical...- nilz
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- Replies: 5
- Forum: P1.T2. Quantitative Analysis