Hi David, (I moved my initial post in the archive to here)
I assume my calculation below misses the loss at the year 3, while final conclusion is the same at circa $0.413
(numbers in $ mio)
Floating rate payment: (10+0.4)*exp^(0.078441*0.5) = 9.61558, where 0.078441 is derived from...
I need to understand how p-value is derived.
On your study note for tutorial video for the captioned p.12, please explain how we get CDF of 0.9878 for p-value calculation. Similarly, please show calculation for 2-sided p-value in following two slides p.13 (1.34%) and p.14 (4.10%)...