标题: Calculating Currency Swaps with Continuous Compounding [打印本页] 作者: therecruit 时间: 2011-7-11 19:37 标题: 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.作者: liquidity 时间: 2011-7-11 19:37
not to brag but i am an expert already...
how... well i spent so much time on them, time that probably would have been better spent on FSA
But I tell you if there is anything you need to watch Schweser videos for, it is SWAPS...
they do such a good job with it.
I had tried to read it from CFAI and from Schweser, both times found it chinese.
After simply watching the Schweser video, I solved all EOC correctly before even reading!作者: maryli 时间: 2011-7-11 19:37
^ also drop me an email if you ever have a derivatives question
i will be glad to go over it with you and make sure you get it.
