|
|
此文章由 foxinlost 原创或转贴，不代表本站立场和观点，版权归 oursteps.com.au 和作者 foxinlost 所有！转贴必须注明作者、出处和本声明，并保持内容完整
sw@au 发表于 2015-4-13 16:05 
两位看来是同道中人阿,有谁能指点一下,Financial Risk Management appendix 7.1 fair value calculation ...
it is just a illustration about how the FV of the derivatives been calculated, and it is actually quite easy, just the PV of the future cash flow under the SR - you will figure out just by looking at those tables.
i cannot understand the calculation of ineffectiveness by regression and matched terms, absolutely no idea, is anyone know?
especially matched terms as i give up on the regression
|
|
闯红灯上法庭了 今天法庭经历(填完坑) (2008-1-22) applenet 
新足迹读书半月谈(08.11 下) – 宋词 （226楼开始散分， 打灯谜哦，255楼公布答案了） (2008-11-14) zmzhu 
发表于 2015-4-11 16:31
