Hi,
According to the hull notes on swaps we can solve the following for the value of r.
2.46+2.41+2.35+ e^(-2r) = 100 which gives an r = 4.99.
Can someone step me through this solution, and/or provide a reference in the notes or elsewhere on the rules with respect to such problems...
Comment on the last webinar - very professional and well put together but very difficult in time allotted.
I found the material to be a Lot to be covered in the time provided. Thought I was reasonably familiar with Black Scholes, but the example blew me away.
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Fortunately there are lots of good resources, and your instinct is correct, if you don't have you basic math skills together then this exam is a problem.
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Perhaps I can shed some light on this:
Multicollinarity, simply refers to the situation where two or more independent variables i.e. the X's in a multiple regression move in unison. The extreme would be either a very close to one or negative one correlation.
For example, say you regressed...
I have seen reference to this question previously but not a definitive answer.
For example I have two resources currently, Bionic Turtle and the FRM handbook. I would probably be considered a strong candidate given my background.
Is this enought? Schweser, I don't even want to talk about...
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