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- 2013-8-20
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2#
发表于 2013-4-7 11:35
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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. |
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