Could you please help me to understand how did you extract the spot rates in the exemple of
the Summarize how to map a fixed income portfolio into positions of standard instruments.
Instructional Video: Jorion, Chapter 11: VaR Mapping
The exam need more time,
It is clear that we do not have time to solve some questions.
I am really disappointed, because for lack of time, I have to make a choice to answer questions that take less time, even here I know how to solve others.
exple: to compute the convexity of barbell...