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  1. Y

    P1.T3.Ch10 - Hull’s example 5.3 - Doubt in Effective rate compounded continuously

    @David Harper CFA FRM got it. Thank you :)
  2. Y

    P1.T3.Ch10 - Hull’s example 5.3 - Doubt in Effective rate compounded continuously

    @David Harper CFA FRM i was thinking - does this mean that a Nominal Rate can be discrete or visa versa?
  3. Y

    P1.T3.Ch10 - Hull’s example 5.3 - Doubt in Effective rate compounded continuously

    @David Harper CFA FRM thank you for clarification.
  4. Y

    P1.T3.Ch10 - Hull’s example 5.3 - Doubt in Effective rate compounded continuously

    @David Harper CFA FRM Hulls example 5.3 - isn’t the formula for converting nominal rate to effective rate compounded continuously = e^r-1. can you explain how was n*ln(1+r/n) was arrived at?
  5. Y

    Hull Chp 3: Hedging strategies with Futures

    @David Harper CFA FRM great help. Thanks.
  6. Y

    Hull Chp 3: Hedging strategies with Futures

    Hi David, thank you for the prompt revert. I am struggling to grasp the concept behind the 2nd point wherein the future spot price is not predetermined. Is there perhaps a simpler illustration or an alternative example I may refer to? Apologies for the trouble.
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    Hull Chp 3: Hedging strategies with Futures

    Hi David, Does this mean the current study material should have said Long hedge position instead of Short position in hedge for the Second point? Since my initial position is already a short if I take a short position on the hedge. How does it offset my position? Referring to Page 4 of chapter 8
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