
#107




So I just finished interest rate models and I understand how to apply the formula to the ADAPT video lecture example questions...
conceptually the topic is hard to digest but...solving the problems seem simple enough. Are interest rate model questions generally straightforward plugandchug?
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#108




Quote:
 Calculating the forward price on bonds.  Using the binomial interest rate model (including BDT tree) to price bonds, options on interest rates (i.e., cap, floor), and options on bonds.  Using Black's formula to price options on bonds.  Using putcall parity for bonds. Last edited by tkt; 02222018 at 02:23 PM.. 
#110




Yup. We think the main formulas that you really have to know would be the formulas for delta and gamma. According to student's reports (and AO), there weren't any questions that involved calculating Greeks other than delta and gamma in the Nov 2017 exam.

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