返回列表 发帖
do not have to memorize it. just understand it.

All problems in fixed income/derivatives are just discounting and compounding.

what you need to do is idetify are :
which point of time do you have to discount to
which discount rate you should use
which value(future? present?) you should use


the rest is just multiple a (1+x)^t, or divide by it.

TOP

返回列表