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  1. R

    Gregory's Spreadsheet JG_XLS_8.4 (CCS swap)

    There is a correction in the spreadsheet: JG_XLS_8.4 (CCS swap) Example at time 0.025 PFE for CCS =SQRT(B17*(10-B17)^2*IRVol^2+B17*FXVol^2+2*IRFXCorr*B17*SQRT(10-B17)*IRVol*FXVol) The square root term on the last term should be eliminated and thus the correct formula is...
  2. R

    Study Modules without Videos

    Hi to all, I have greatly benefited with modules that consists of the videos. Unfortunately vast majority of Foundation of Risk Part doesn't have videos and even with the presence of the study notes and questionnaires, I felt the learning is VERY DRY and at times frustrating. Is there any...