Robert

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if exams like last year learn ok i remember a bit more. also what's the exam format?

first question you're given an annual interest rate and you have to convert to 30 days, 60 days, 90 days, 180 days and 2 years, so pretty much just using the formula second question, you're given some info about 2 bonds (one floating, one fixed) and you have to price a swap using that info third question, you're given info about a CDO that spliced twice and then you got to fill in a table about the payoffs if there is a loss of a given percentage in the underlying. essentially the same question as the one in the textbook/tute but with different numbers

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