标题: consequences of not learning Currency/Equity Swaps and swapt [打印本页] 作者: PalacioHill 时间: 2013-4-20 06:33 标题: consequences of not learning Currency/Equity Swaps and swapt
What do you think worst case of not learning how to calculate the values of the contracts would be. I fine with understanding the basics I just cant calculate them. Maybe 1-2 questions max? what do you think?作者: Muddahudda 时间: 2013-4-20 06:35
Dude, this is must know material.
The likelihood of swaps/swaptions and FRA being tested for derivatives is extremely high. You’re rolling the dice if you can’t do the calculations. If we get one swap and one FRA…boom kiss up to 5 - 8 % of your exam goodbye…
My advice would be to spend a couple of hrs doing the EOC problems and get it done.
Good luck
