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Exam Feedback October 2020 Part 2 Exam Feedback
Pass! Thanks BT and David! :)- greaterman
- Post #345
- Forum: FRM Part 2 Exam Feedback
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GARP.FRM.PQ.P2 2016 GARP PQ - Question 5 - CDS (garp16-p2-5)
Hi @David Harper CFA FRM , Why the Premium leg = [0.5 * 7% default * d(0.5)] + [93% survival *d(1.0)] ? d(0.5) already discount the Rf rate by half as "halfway through", why 0.5 "half one more"? Thanks.- greaterman
- Post #25
- Forum: P2.T6. Credit Risk (25%)