Generally when we use different compounding frequencies what day counting convention is used there? ( I.e. when we just say talk about compounding and not day count conventions)..... And in T- bills , Eurodollar etc... Where different day count convention are used... We say for...
My package doesn't have access to spreadsheets ... So can't see that.
But... I kinda get what you are saying.
Also... On the exam if we have to find 95% VaR for let's say 100 observations... Do we take 5th worse or 6th worse value??
Can you explain these two terminologies w.r.t to commodities futures.
I am getting really confused when to add what to risk free rate.
Also is lease rate always positive .i.e. is it always added to the risk free rate?
Yes...thanks a lot David.
For Hypothesis...it is clear now.
And if you are just building confidence interval then two tail if not specified.
One question in 2015 GARP practise test didn't specify....that's why wanted to confirm.