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  1. Rohit

    Calculate the probability of default, cumulative probability of default, marginal probability of def

    Hi @David Harper CFA FRM , This is a new topic added in 2017 - are there any practice questions for the calculations? GARP tends to test more on new topics per my experience. Thanks!
  2. Rohit

    SWAP VALUATION -FRA

    Hi, Trying to understand how to value swap using FRA. In the notes we first calculate continuous fwd rate using the hull equation then convert to semi-annual fwd rate (continuous to discrete formula). Why do we do this? Also, if anyone can explain to me in clear and simple words the different...
  3. Rohit

    Storage Costs Hull Vs McDonalds

    Hi David, Can you please explain how do we calculate forward price with storage costs when given as $ values and as % ? Between the two books I am really confused..perhaps extend this with other Cost of carry factors. Thanks in advance..
  4. Rohit

    Contango/Backwardation And Basis Relationship

    Hi David, I am trying to relate the 2 concepts here and getting a little confused - So-Fo = Basis where; So<Fo = Weak Basis, Contango and model is Cash and Carry at time = 0 if So<Fo ex. 4 and 4.2 i.e basis = -0.2 weak basis here at time = t if St<Ft ex. 4.2 and 4.3 then basis = -0.1 weak...
  5. Rohit

    Tuckman - Mortgages and MBS

    Is there a video tutorial available for this topic? also its exam relevance ?
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