continuous-compounding

Hi There was a question like calculate credit spread and express in continuous compounding. I believe they wanted us to use FRM I material for an FRM 2 question. If the credit spread is 3% then how would one express in terms of continuous compounding?? thx

Hi David, In reference to the basic Forward/Future formula for dividend yield (i.e. F0 = S0 * e^((r-q)*T)), must the dividend yield be continuously compounded (CC) given that the risk free rate is in the CC form. This is in reference to the following questions from JC Hull: The risk free...

Hi In reference to the following question from Hull - I'm wondering if there is a way of directly computing continuously compounded yield (CCY) using a TI BA II Plus Pro. "4.27 A five-year bond provides a coupon of 5% per annum payable semi-annually. Its price is 104. What is the bond's...