bootstrapping
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Bootstrapping the yield curve
Hey everyone, I found this question in an old item set and wanted to know if anyone could help explain how to bootstrap the curve in excel. I have my workings in an excel file for anyone that’s interested. But I am mostly struggling with questions a and c in this item set: You observe the...- waptrick
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- bootstrapping yield-curve
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- Forum: P1.T2. Quantitative Methods (20%)
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P1.T2.21.6 Bootstrapping and antithetic/control variates
Learning objectives: Explain the use of antithetic and control variates in reducing Monte Carlo sampling error. Describe the bootstrapping method and its advantage over Monte Carlo simulation. Describe pseudo-random number generation. Describe situations where the bootstrapping method is...- Nicole Seaman
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- antithetic-variates bootstrapping control-variates financial-problem-solving monte-carlo pseudo-random-number-generation sampling-error simulation-approach
- Replies: 0
- Forum: FRM® Practice Questions
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P1.T2.602. Bootstrapping (Brooks)
Learning objectives: Describe the bootstrapping method and its advantage over Monte Carlo simulation. Describe the pseudo-random number generation method and how a good simulation design alleviates the effects the choice of the seed has on the properties of the generated series. Describe...- Nicole Seaman
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- bootstrapping brooks
- Replies: 0
- Forum: FRM® Practice Questions