I see that the calculation for valuing FRA's is in the OPTIONAL segment of chapter 41. I just had a qbank question which asked for the formula which kind of surprised me. Does anyone think this is something worth remembering or prime punting material?作者: lcw77 时间: 2011-7-11 19:17
it isnt an LOS so I am not worrying about it作者: cityboy 时间: 2011-7-11 19:17
Ok. If anyone is in Chicago and hears "MCAP11!!!!!" you'll know that valuing FRA's was tested.作者: nannan66 时间: 2011-7-11 19:17
HAHAHA - nice
For derivatives, I am banking on a futures questions (how many contracts to buy/sell or synthetic cash), an options (valuing bull spread, collar, etc) question and a floating/fixed duration question
