Does anyone remember what the risk management question was about in the AM?作者: Kiakaha 时间: 2013-4-7 11:35
As I remember,
The calculation parts 5+5 minutes required to say who bares the risk for swap and option and calculate its PV. Take care about choosing the correct discount rate. Got70%, so probably have chosen the discount rates correct, though had any doubts about this question after the exam.
There was some theory for the rest minutes, I remember that you had to state two specifics of smth, but don’t remember for sure which… Was pretty straighforward.
