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    Par yield from theoretical continuous compounded spot rates?

    Hi all. Hull chapter 4 notes Q2: What is the two-year par yield with continuous compounding given the theoretical continuous compounded spot rates (2.0% 0.5 years, 3.0% 1.0 years, 4.0% 1.5 years, 5.0% 2.0 years)? Answer provided stated that "5.0% semi-annual coupon rate is the solution that...
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    P1 T2: when is weightage squared in calculating variance?

    Hi all, Looking at the solutions provided in Q&A for Miller notes, Miller Chapter 3 Q3 squared the weightage but Miller Chapter 4 Q1 did not. What is the reason? Thanks!
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