What's new

Search results

  1. J

    Hull, Swaps (Apple & Citi example)

    Hi everyone, Can someone please explain why the floating rate portion in Hull’s Apple-Citibank example is multiplied by 0.5? (See page161) Apple pays fixed rate (3% pa on a notional principal of $100m) while Citi pays fixed (6m Libor rate prevailing prior to the pmt day * $100m * 0.5). What’s...
  2. J

    FRM PART1 May 2019

    Here's my number: +386 31 528 342.
Top