Hello, dear @David Harper CFA FRM @Nicole Seaman
For P2. T5 Tuckman's Study Notes, on Page 41
The denominator in both calculations seems wrong, we shouldn't use 1.10 in either case, instead we should use for
node [1,1], 1.142, the 14.2% is the right discount rate for end of Year 1
node [1,0]...
Dear @David Harper CFA FRM , first of all, thanks for the video and it is really helpful. my question on this one is about the “carry roll down” part, in this video, you demonstrated using the Realized Forwards scenario, I am just wondering if we use the other two scenarios (unchanged term...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.