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1. ### L2.T5.43 Multi-period binomial interest rate tree (Tuckman)

@David Harper CFA FRM Sorry if I posted my question in the wrong thread. my question is in Page 25 of the study notes Tuckman chapter-7 in market risk management. You mentioned the below - "We already inferred the risk-neutral probabilities in the move from date 0 to date 1: the risk-neutral...
2. ### L2.T5.43 Multi-period binomial interest rate tree (Tuckman)

Thanks Nicole!
3. ### L2.T5.43 Multi-period binomial interest rate tree (Tuckman)

@David Harper CFA FRM Hi, Firstly I am posting this here because whenever I click on the links to threads in the study notes, I get the message "Oops, you do not have permission to access this thread. ". I am unsure what to do about that. Anyways, my question is in Page 25 of the study notes...
4. ### General query on probability of default.

Thanks David. cheers, kausthub
5. ### General query on probability of default.

@David Harper CFA FRM I completed my FRM Part 1 on may 18th, and I am glad to inform you that I have faired well in the exam all thanks to your material and question sets. I was just reading the notes on Economic capital in banks, and I was wondering how the probability of default is...
6. ### Forward Rates Notation

Understood David. I follow now. Thanks a lot!
7. ### Forward Rates Notation

Hi David, I have a basic doubt with regard to the way forward rates are denoted. In various spreadsheets, when you write for example - the value 2% under Time column 1.0. Does that mean the six month forward rate that matures in one year is 2% ? As in, is it the six month rate from time period...
8. ### Valuing plain vanilla swap

Hello, This is what is mentioned in the study notes on Swaps - "A floating-rate bond is worth the notional principal immediately after a payment because at this time the bond is a ‘‘fair deal’’ where the borrower pays LIBOR for each subsequent accrual period. It follows that immediately before...