Search results
-
L
credit spread - continuous compounding question
Hi, thank you. I actually just found a similar question in the old GARP materials. No need to apply log or e functions to the rate. Thanks, again. ☀️- LCosi6229
- Post #9
- Forum: P2.T6. Credit Risk Measurement & Management
-
L
credit spread - continuous compounding question
@David Harper CFA FRM @Nicole Seaman Hello, following up again for some help. Thank you.- LCosi6229
- Post #7
- Forum: P2.T6. Credit Risk Measurement & Management
-
L
credit spread - continuous compounding question
@David Harper CFA FRM Hello David, was hoping to get your views. Thx.- LCosi6229
- Post #5
- Forum: P2.T6. Credit Risk Measurement & Management
-
L
credit spread - continuous compounding question
Hi - so I saw something similar on P2. It was the Merton credit spread and the provided risk-free rate was stated as a continuously compounding rate of x%, let's say 3%. I did e^.03 Hi David, I can provide full context for a question I saw on Part 2 of the exam. The question was for calculating...- LCosi6229
- Post #4
- Forum: P2.T6. Credit Risk Measurement & Management