L1.T3.159. Forward rates from spot (zero) rates (Hull)
- Thread starter Chibale
- Start date
@Chibale I've no idea to what you refer (cc @Nicole Seaman i searched "DF" but can't figure out the reference ... )
For reference, David has answered this question here in the source thread: https://forum.bionicturtle.com/threads/l2-t5-64-var-map-stress-test-jorion.3622/
@Chibale
In the future, please make sure to reference the reading, materials (notes, PQ, etc.) and page number if possible so we can quickly provide you with an answer and update anything that needs to be corrected in the PDF. It just makes it easier so we don't need to search for the reading and set of materials that you are referencing. The screenshot was helpful, but I still had to search to figure out that it was Topic 5, Reading 36 Jorion study notes on page 33 that was being referenced
Thanks!
@Chibale
In the future, please make sure to reference the reading, materials (notes, PQ, etc.) and page number if possible so we can quickly provide you with an answer and update anything that needs to be corrected in the PDF. It just makes it easier so we don't need to search for the reading and set of materials that you are referencing. The screenshot was helpful, but I still had to search to figure out that it was Topic 5, Reading 36 Jorion study notes on page 33 that was being referenced
Thanks!Similar threads
