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#1

Hi David,

This may seem a little silly, but i went through your video review of Gregory's Chapter 14 of the xVA challenge - CVA/DVA. The practice question at the end of the chapter involved using the risk free rate to calculate the discount factor. I did understand the entire calculation of the CVA however, I cant seem to recollect how did you derive the discount factor from the risk free rate. Could you please help?

This may seem a little silly, but i went through your video review of Gregory's Chapter 14 of the xVA challenge - CVA/DVA. The practice question at the end of the chapter involved using the risk free rate to calculate the discount factor. I did understand the entire calculation of the CVA however, I cant seem to recollect how did you derive the discount factor from the risk free rate. Could you please help?

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