Hey Guys, Could you please explain why the yield beta (=1.2) was ignored in Q51? Thanks, M.
I think it shall be an error. If yield beta is not provided, we can ignore it or just take it as 1.
There was a big discussion about that last year. Search for the thread. They did put up an errata on it.
derswap07 Wrote: ------------------------------------------------------- > There was a big discussion about that last year. > Search for the thread. They did put up an errata > on it. ok thanks guys!