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- 2011-7-11
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- 2016-4-15
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Calculating Currency Swaps with Continuous Compounding
For those of you that are through the last book, how many of you can comfortably solve a relatively complex valuation question on swap market value from start to finish? ie. Currency swap with continuous compounding and valuing as of a date other than maturity and inception.
Questions like these seem to take a lot of time. And demand great attention to tiny nuances. Just curious if people are all experts on derivatives already. |
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发表于 2011-7-11 19:37
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