So I’m reviewing this section and really having a hard time of it. Conceptually I understand the reasoning behind the material but I manage to muck up the calculations more often than not. With 5 days to go I think its unlikely I will be able to straighten all of them out (especially since I have bigger fish to fry between now and then), but I wanted to see if anyone had any suggestions on ways to get a few “easy” points here. Right now I’d just like to squeak into the 50-70 range on this one but am struggling… is there any low hanging fruit I can focus on? We’re likely to get 2 vignettes on this topic so I’d like to grab a few of those points if I can… any suggestions are much appreciated!
i would know forwards and futures those are pretty easy and pricing plain vanilla swaps
Just keep writing the formulas for future and FRA pricing and valuing. It’ll stick after a while.
black scholes, gamma, delta, delta hedging, binomial option pricing. relatively easier than swaps
put call parity. it’s relatively easy to remember. and easily testable.
cfasf1 Wrote: ------------------------------------------------------- > put call parity. it’s relatively easy to remember. > and easily testable. unless it’s for forwards. then just fuggedabowdit
> unless it’s for forwards. then just fuggedabowdit it’s like 1 little modification
subbing FP/(1+rf)^T for So? lol
that part’s not so bad, it’s figuring out whether you should be long or short the zero coupon bond on a synthetic option…can’t get that straight.