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  1. V

    Continuous or discrete compounding for PVs?

    Hi David, I am a little lost when it comes to pricing and valuation of swaps. Consider this specific example on slide 63 of 3.a.iv: Here's what I understood: 1) You take the Spot LIBOR curve 2) You convert the Spot rates into (implied) forward rates 3) Why do you then convert these...
  2. V

    Key themes (or building blocks) in Financial Markets & Products

    David , when can we expect some more key themes for the section Markets and products. Thanks
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